-39.5%
PODD vs FROG
+24.4%
-63.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.6% |
| 7D | -10.6% | -2.2% | -8.4% | -10.2% |
| 30D | -6.9% | +3.0% | -9.9% | -7.9% |
| 3M | -10.6% | +10.3% | -21.0% | -13.2% |
| 6M | -43.5% | +116.7% | -160.2% | -53.0% |
| YTD | -52.6% | +41.9% | -94.5% | -57.5% |
| 1Y | -60.1% | +78.5% | -138.6% | -66.5% |
| 3Y | -21.7% | +224.1% | -245.8% | -47.3% |
| 5Y | -54.6% | +142.4% | -197.0% | -69.0% |
| All | -39.5% | +24.4% | -63.9% | -55.3% |
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