+45.2%
PL vs FROG
+102.2%
-57.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +7.1% | +7.4% | +11.6% |
| 7D | +10.9% | +27.1% | -16.2% | -0.4% |
| 30D | -16.4% | +5.8% | -22.2% | -19.3% |
| 3M | -39.9% | +20.8% | -60.8% | -45.8% |
| 6M | -63.2% | +53.3% | -116.5% | -70.1% |
| YTD | -27.1% | +73.2% | -100.3% | -46.2% |
| 1Y | +12.2% | +80.3% | -68.1% | -18.8% |
| 3Y | +584.3% | +318.3% | +266.0% | +210.0% |
| 5Y | +37.0% | +179.9% | -142.9% | -39.0% |
| All | +45.2% | +102.2% | -57.1% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling