+1,748.7%
NVDA vs FROG
+22.9%
+1,725.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.8% |
| 7D | +5.9% | -11.3% | +17.2% | +9.6% |
| 30D | +5.1% | +3.6% | +1.4% | +3.6% |
| 3M | +5.4% | +1.7% | +3.7% | +3.2% |
| 6M | +26.0% | +123.5% | -97.5% | -5.8% |
| YTD | +23.7% | +40.2% | -16.6% | +4.7% |
| 1Y | +34.4% | +81.0% | -46.6% | +1.7% |
| 3Y | +375.8% | +194.8% | +181.1% | +171.1% |
| 5Y | +911.8% | +131.8% | +780.0% | +471.0% |
| All | +1,748.7% | +22.9% | +1,725.8% | +1,061.6% |
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