+913.8%
NVDA vs FROG
+125.4%
+788.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +3.8% | -5.5% | +9.3% | +5.6% |
| 30D | +0.8% | -3.1% | +3.9% | +1.4% |
| 3M | +8.2% | +1.2% | +7.0% | +6.0% |
| 6M | +27.1% | +113.7% | -86.6% | -4.8% |
| YTD | +21.2% | +38.9% | -17.7% | +2.3% |
| 1Y | +34.3% | +72.0% | -37.7% | +2.2% |
| 3Y | +396.3% | +217.1% | +179.1% | +154.5% |
| 5Y | +913.8% | +130.6% | +783.2% | +446.4% |
| All | +913.8% | +125.4% | +788.4% | +446.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling