+356.7%
NRG vs FROG
+21.7%
+335.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +9.3% | -5.5% | +14.8% | +9.7% |
| 30D | +1.3% | -3.1% | +4.4% | +1.4% |
| 3M | -6.0% | +1.2% | -7.2% | -6.5% |
| 6M | -22.0% | +113.7% | -135.6% | -27.8% |
| YTD | -24.1% | +38.9% | -63.0% | -27.4% |
| 1Y | -18.0% | +72.0% | -90.0% | -23.7% |
| 3Y | +220.0% | +217.1% | +2.9% | +174.4% |
| 5Y | +201.1% | +130.6% | +70.5% | +160.0% |
| All | +356.7% | +21.7% | +335.0% | +318.4% |
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