+281.3%
P vs FROG
+129.7%
+151.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.3% |
| 7D | +6.5% | -11.3% | +17.8% | +9.8% |
| 30D | +18.8% | +3.6% | +15.2% | +16.5% |
| 3M | +26.7% | +1.7% | +25.1% | +24.2% |
| 6M | +62.2% | +123.5% | -61.4% | +25.4% |
| YTD | +48.5% | +40.2% | +8.3% | +28.4% |
| 1Y | +26.4% | +81.0% | -54.6% | -1.3% |
| 3Y | +159.4% | +194.8% | -35.3% | +61.7% |
| All | +281.3% | +129.7% | +151.6% | +140.5% |
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 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