+651.2%
NVDL vs FROG
+224.1%
+427.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.2% |
| 7D | -8.7% | -2.2% | -6.5% | -8.0% |
| 30D | -1.3% | +3.0% | -4.3% | -2.1% |
| 3M | +11.4% | +10.3% | +1.0% | +6.1% |
| 6M | +22.9% | +116.7% | -93.8% | -10.0% |
| YTD | +15.4% | +41.9% | -26.5% | -3.3% |
| 1Y | +18.8% | +78.5% | -59.8% | -12.0% |
| All | +651.2% | +224.1% | +427.1% | +325.6% |
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 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