+12.2%
NOW vs FROG
+4.7%
+7.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.6% | -1.4% |
| 7D | -6.7% | -24.5% | +17.8% | +2.1% |
| 30D | -25.8% | -24.3% | -1.6% | -19.2% |
| 3M | -12.7% | -11.7% | -1.0% | -10.0% |
| 6M | +11.2% | +37.1% | -25.9% | -2.1% |
| YTD | -33.2% | +19.5% | -52.6% | -39.7% |
| 1Y | -41.8% | +61.8% | -103.6% | -53.2% |
| 3Y | -15.7% | +178.1% | -193.8% | -48.5% |
| 5Y | -26.0% | +91.2% | -117.3% | -54.0% |
| All | +12.2% | +4.7% | +7.5% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling