+275.1%
P vs FROG
+192.7%
+82.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.3% | +2.8% |
| 7D | -4.7% | +26.8% | -31.6% | -11.7% |
| 30D | -31.4% | +10.6% | -42.0% | -33.8% |
| 3M | -2.6% | +27.2% | -29.8% | -10.6% |
| 6M | +21.9% | +58.7% | -36.7% | +4.2% |
| YTD | +58.9% | +75.3% | -16.4% | +27.7% |
| 1Y | +21.7% | +71.1% | -49.3% | -1.9% |
| 3Y | +193.3% | +319.6% | -126.3% | +62.3% |
| 5Y | +275.1% | +195.7% | +79.5% | +115.3% |
| All | +275.1% | +192.7% | +82.5% | +115.3% |
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 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