+1,208.4%
NVDA vs FROG
+59.4%
+1,149.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.8% |
| 7D | -12.7% | +12.5% | -25.2% | -15.8% |
| 30D | -26.4% | +23.5% | -49.9% | -32.2% |
| 3M | -27.6% | +19.4% | -47.0% | -33.1% |
| 6M | -27.7% | +77.0% | -104.7% | -41.7% |
| YTD | -12.5% | +81.9% | -94.4% | -33.0% |
| 1Y | -12.6% | +90.7% | -103.3% | -34.5% |
| 3Y | +235.9% | +328.5% | -92.6% | +65.9% |
| 5Y | +438.2% | +207.0% | +231.2% | +174.2% |
| All | +1,208.4% | +59.4% | +1,149.0% | +643.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling