+73.3%
NSC vs FROG
+274.0%
-200.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +35.3% | -38.2% | -3.8% |
| 7D | -6.6% | +7.0% | -13.6% | -6.8% |
| 30D | +2.2% | +2.9% | -0.7% | +2.1% |
| 3M | -6.2% | +21.6% | -27.8% | -7.1% |
| 6M | +1.7% | +87.7% | -86.0% | -2.2% |
| YTD | +12.2% | +61.7% | -49.4% | +8.8% |
| 1Y | +15.4% | +113.7% | -98.3% | +8.2% |
| 3Y | +73.3% | +267.7% | -194.4% | +43.0% |
| All | +73.3% | +274.0% | -200.7% | +43.0% |
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