-69.4%
PL vs FROG
+41.2%
-110.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.6% | +3.5% | -4.8% |
| 7D | -20.5% | -24.5% | +4.0% | -11.7% |
| 30D | -38.8% | -24.3% | -14.5% | -32.1% |
| 3M | -49.1% | -11.7% | -37.4% | -47.0% |
| 6M | -69.4% | +37.1% | -106.5% | -69.4% |
| All | -69.4% | +41.2% | -110.6% | -69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling