-18.6%
NRG vs FROG
+83.7%
-102.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.3% | +9.7% | +6.4% |
| 7D | +7.1% | -11.3% | +18.4% | +7.1% |
| 30D | -1.4% | +3.6% | -5.1% | -1.3% |
| 3M | -10.5% | +1.7% | -12.1% | -10.5% |
| 6M | -26.7% | +123.5% | -150.3% | -27.3% |
| YTD | -24.5% | +40.2% | -64.8% | -24.1% |
| 1Y | -18.6% | +81.0% | -99.6% | -20.8% |
| All | -18.6% | +83.7% | -102.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling