+13.4%
NSC vs FROG
+66.7%
-53.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +35.3% | -37.8% | -1.0% |
| 7D | -6.2% | +7.0% | -13.2% | -5.7% |
| 30D | +2.6% | +2.9% | -0.3% | +3.1% |
| 3M | -5.8% | +21.6% | -27.4% | -4.5% |
| 6M | +2.1% | +87.7% | -85.6% | +5.9% |
| YTD | +12.7% | +61.7% | -49.0% | +16.1% |
| All | +13.4% | +66.7% | -53.3% | +16.8% |
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