+534.0%
P vs FROG
+41.7%
+492.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.8% | -5.9% |
| 7D | -23.8% | +7.0% | -30.8% | -25.8% |
| 30D | -36.6% | +2.9% | -39.5% | -37.6% |
| 3M | +10.9% | +21.6% | -10.7% | +3.2% |
| 6M | +30.0% | +87.7% | -57.7% | +6.0% |
| YTD | +44.4% | +61.7% | -17.3% | +19.6% |
| 1Y | +3.9% | +113.7% | -109.7% | -22.1% |
| 3Y | +176.6% | +267.7% | -91.1% | +67.1% |
| 5Y | +249.3% | +158.8% | +90.5% | +114.2% |
| All | +534.0% | +41.7% | +492.3% | +314.9% |
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