+40.0%
PATH vs FROG
+83.7%
-43.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.3% | -13.3% | -15.6% |
| 7D | -16.3% | -11.3% | -5.0% | -13.0% |
| 30D | +9.9% | +3.6% | +6.3% | +9.0% |
| 3M | +30.2% | +1.7% | +28.5% | +29.4% |
| 6M | +37.2% | +123.5% | -86.3% | +10.7% |
| YTD | -7.3% | +40.2% | -47.6% | -17.5% |
| 1Y | +40.0% | +81.0% | -41.0% | +22.2% |
| All | +40.0% | +83.7% | -43.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling