+38.1%
O vs FROG
+274.0%
-235.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +35.3% | -36.1% | -0.1% |
| 7D | +3.7% | +7.0% | -3.3% | +4.0% |
| 30D | +11.2% | +2.9% | +8.3% | +11.5% |
| 3M | -4.0% | +21.6% | -25.6% | -3.5% |
| 6M | -5.2% | +87.7% | -92.9% | -4.6% |
| YTD | +9.5% | +61.7% | -52.2% | +10.6% |
| 1Y | +10.6% | +113.7% | -103.1% | +10.9% |
| 3Y | +38.1% | +267.7% | -229.6% | +30.5% |
| All | +38.1% | +274.0% | -235.9% | +30.5% |
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