+180.5%
PL vs FROG
+83.7%
+96.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.3% |
| 7D | -9.3% | -11.3% | +2.0% | -6.3% |
| 30D | -18.9% | +3.6% | -22.6% | -20.0% |
| 3M | -58.4% | +1.7% | -60.0% | -58.6% |
| 6M | -30.3% | +123.5% | -153.8% | -43.5% |
| YTD | -8.1% | +40.2% | -48.4% | -18.2% |
| 1Y | +180.5% | +81.0% | +99.5% | +142.9% |
| All | +180.5% | +83.7% | +96.8% | +142.9% |
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 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