+552.1%
P vs FROG
+22.9%
+529.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.3% |
| 7D | +6.5% | -11.3% | +17.8% | +9.7% |
| 30D | +18.8% | +3.6% | +15.2% | +16.6% |
| 3M | +26.7% | +1.7% | +25.1% | +24.3% |
| 6M | +62.2% | +123.5% | -61.4% | +26.8% |
| YTD | +48.5% | +40.2% | +8.3% | +29.1% |
| 1Y | +26.4% | +81.0% | -54.6% | -0.1% |
| 3Y | +159.4% | +194.8% | -35.3% | +67.6% |
| 5Y | +275.8% | +131.8% | +144.0% | +139.4% |
| All | +552.1% | +22.9% | +529.2% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling