+65.0%
NUE vs FROG
+219.3%
-154.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -1.9% |
| 30D | -6.1% | -0.9% | -5.1% | -6.2% |
| 3M | +1.7% | +7.5% | -5.8% | +0.5% |
| 6M | +53.1% | +107.0% | -53.9% | +40.2% |
| YTD | +59.0% | +39.8% | +19.2% | +51.2% |
| 1Y | +85.3% | +74.8% | +10.5% | +68.8% |
| All | +65.0% | +219.3% | -154.3% | +30.9% |
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