+11.3%
O vs FROG
+83.7%
-72.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +2.9% |
| 7D | +5.8% | -14.1% | +19.9% | +5.0% |
| 30D | +10.7% | -11.8% | +22.4% | +10.1% |
| 3M | -4.5% | +0.1% | -4.7% | -4.3% |
| 6M | -4.1% | +64.2% | -68.3% | -1.5% |
| YTD | +9.8% | +38.2% | -28.4% | +13.0% |
| 1Y | +11.3% | +85.4% | -74.1% | +13.9% |
| All | +11.3% | +83.7% | -72.4% | +13.9% |
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