-51.9%
NVO vs FROG
+224.1%
-276.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.3% |
| 7D | -7.4% | -2.2% | -5.2% | -7.3% |
| 30D | -5.5% | +3.0% | -8.5% | -5.8% |
| 3M | +4.1% | +10.3% | -6.2% | +3.1% |
| 6M | +19.3% | +116.7% | -97.4% | +11.7% |
| YTD | -9.2% | +41.9% | -51.1% | -13.3% |
| 1Y | -15.0% | +78.5% | -93.5% | -19.9% |
| All | -51.9% | +224.1% | -276.0% | -57.5% |
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