+27.1%
O vs FROG
+24.4%
+2.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -3.5% | -2.2% | -1.4% | -3.5% |
| 30D | -3.3% | +3.0% | -6.3% | -3.5% |
| 3M | -2.8% | +10.3% | -13.2% | -3.3% |
| 6M | -5.8% | +116.7% | -122.5% | -8.7% |
| YTD | +9.4% | +41.9% | -32.5% | +7.5% |
| 1Y | +5.7% | +78.5% | -72.8% | +2.3% |
| 3Y | +27.2% | +224.1% | -196.9% | +16.6% |
| 5Y | +17.2% | +142.4% | -125.2% | +5.6% |
| All | +27.1% | +24.4% | +2.7% | +14.8% |
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 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