+27.7%
O vs FROG
+55.2%
-27.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.4% | +48.2% | -48.6% | -1.3% |
| 30D | +8.3% | +11.4% | -3.1% | +7.9% |
| 3M | -4.0% | +28.5% | -32.5% | -4.8% |
| 6M | -2.6% | +63.7% | -66.4% | -4.4% |
| YTD | +9.9% | +77.1% | -67.2% | +7.3% |
| 1Y | +9.8% | +79.3% | -69.5% | +7.1% |
| 3Y | +39.7% | +323.8% | -284.0% | +27.1% |
| 5Y | +9.2% | +198.9% | -189.8% | -2.2% |
| All | +27.7% | +55.2% | -27.5% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling