-60.9%
PODD vs FROG
+73.1%
-134.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.1% |
| 7D | -6.9% | -4.8% | -2.1% | -6.7% |
| 30D | -3.5% | -0.9% | -2.5% | -3.6% |
| 3M | -13.6% | +7.5% | -21.0% | -14.2% |
| 6M | -42.6% | +107.0% | -149.6% | -45.5% |
| YTD | -51.5% | +39.8% | -91.3% | -52.4% |
| 1Y | -60.9% | +74.8% | -135.7% | -61.5% |
| All | -60.9% | +73.1% | -134.0% | -61.5% |
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