-16.7%
NVO vs FROG
+74.0%
-90.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -2.0% |
| 7D | -7.6% | -0.5% | -7.1% | -7.5% |
| 30D | -6.0% | +1.3% | -7.3% | -6.2% |
| 3M | -0.8% | +11.1% | -11.9% | -2.0% |
| 6M | +16.5% | +108.3% | -91.9% | +6.2% |
| YTD | -11.1% | +39.6% | -50.7% | -18.0% |
| 1Y | -16.7% | +74.7% | -91.5% | -21.8% |
| All | -16.7% | +74.0% | -90.7% | -21.8% |
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