+14.9%
O vs FROG
+129.7%
-114.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -0.7% | -11.3% | +10.5% | -0.4% |
| 30D | -1.9% | +3.6% | -5.5% | -2.1% |
| 3M | +3.8% | +1.7% | +2.2% | +3.6% |
| 6M | -4.7% | +123.5% | -128.3% | -8.4% |
| YTD | +12.5% | +40.2% | -27.8% | +10.3% |
| 1Y | +10.8% | +81.0% | -70.2% | +6.6% |
| 3Y | +28.8% | +194.8% | -166.0% | +15.7% |
| All | +14.9% | +129.7% | -114.8% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling