-12.8%
NVO vs FROG
+83.7%
-96.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | +2.2% | -11.3% | +13.5% | +2.8% |
| 30D | +6.0% | +3.6% | +2.3% | +5.5% |
| 3M | +7.9% | +1.7% | +6.2% | +7.3% |
| 6M | +27.1% | +123.5% | -96.4% | +15.3% |
| YTD | -3.8% | +40.2% | -44.1% | -11.3% |
| 1Y | -12.8% | +81.0% | -93.8% | -19.0% |
| All | -12.8% | +83.7% | -96.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling