+512.3%
P vs FROG
+4.7%
+507.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -13.6% | -2.8% | -12.6% |
| 7D | -31.9% | -24.5% | -7.4% | -26.0% |
| 30D | -36.5% | -24.3% | -12.3% | -31.2% |
| 3M | +11.6% | -11.7% | +23.3% | +14.8% |
| 6M | +25.2% | +37.1% | -11.9% | +12.7% |
| YTD | +39.4% | +19.5% | +20.0% | +27.1% |
| 1Y | -3.7% | +61.8% | -65.5% | -21.2% |
| 3Y | +167.3% | +178.1% | -10.8% | +76.4% |
| 5Y | +237.3% | +91.2% | +146.1% | +127.7% |
| All | +512.3% | +4.7% | +507.6% | +341.0% |
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