+3.9%
P vs FROG
+118.5%
-114.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.8% | -3.0% |
| 7D | -23.8% | +7.0% | -30.8% | -25.1% |
| 30D | -36.6% | +2.9% | -39.5% | -37.3% |
| 3M | +10.9% | +21.6% | -10.7% | +6.7% |
| 6M | +30.0% | +87.7% | -57.7% | +18.8% |
| YTD | +44.4% | +61.7% | -17.3% | +28.9% |
| 1Y | +3.9% | +113.7% | -109.7% | -6.3% |
| All | +3.9% | +118.5% | -114.6% | -6.3% |
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