+68.2%
NSC vs FROG
+4.7%
+63.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.2% | -3.6% |
| 7D | -3.8% | -24.5% | +20.7% | -2.5% |
| 30D | +4.1% | -24.3% | +28.3% | +5.4% |
| 3M | -3.3% | -11.7% | +8.4% | -3.1% |
| 6M | +5.9% | +37.1% | -31.3% | +2.9% |
| YTD | +15.5% | +19.5% | -4.0% | +12.6% |
| 1Y | +19.3% | +61.8% | -42.5% | +13.1% |
| 3Y | +79.0% | +178.1% | -99.1% | +59.9% |
| 5Y | +28.3% | +91.2% | -62.9% | +12.6% |
| All | +68.2% | +4.7% | +63.5% | +49.8% |
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