-16.3%
NOW vs FROG
+274.0%
-290.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -9.7% |
| 7D | -3.0% | +7.0% | -10.0% | -6.1% |
| 30D | -26.0% | +2.9% | -28.9% | -27.8% |
| 3M | -13.1% | +21.6% | -34.7% | -19.4% |
| 6M | +14.5% | +87.7% | -73.2% | -6.0% |
| YTD | -33.4% | +61.7% | -95.1% | -44.2% |
| 1Y | -40.6% | +113.7% | -154.3% | -53.8% |
| 3Y | -16.3% | +267.7% | -284.1% | -43.7% |
| All | -16.3% | +274.0% | -290.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling