+7.3%
PL vs FROG
+78.6%
-71.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +7.1% | +7.4% | +12.1% |
| 7D | +10.9% | +27.1% | -16.2% | +1.7% |
| 30D | -16.4% | +5.8% | -22.2% | -18.9% |
| 3M | -39.9% | +20.8% | -60.8% | -44.4% |
| 6M | -63.2% | +53.3% | -116.5% | -68.0% |
| YTD | -27.1% | +73.2% | -100.3% | -39.7% |
| All | +7.3% | +78.6% | -71.3% | -10.5% |
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