-14.2%
PL vs FROG
+58.5%
-72.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.6% | +3.5% | -6.0% |
| 7D | -20.5% | -24.5% | +4.0% | -13.6% |
| 30D | -38.8% | -24.3% | -14.5% | -33.5% |
| 3M | -49.1% | -11.7% | -37.4% | -47.3% |
| 6M | -69.4% | +37.1% | -106.5% | -71.4% |
| YTD | -42.3% | +19.5% | -61.8% | -46.3% |
| 1Y | -14.2% | +61.8% | -76.0% | -26.1% |
| All | -14.2% | +58.5% | -72.7% | -26.1% |
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