-17.2%
PODD vs FROG
+202.6%
-219.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -4.1% | -5.5% | +1.4% | -3.6% |
| 30D | +0.8% | -3.1% | +3.9% | +0.9% |
| 3M | -6.1% | +1.2% | -7.3% | -6.7% |
| 6M | -40.0% | +113.7% | -153.6% | -45.7% |
| YTD | -49.9% | +38.9% | -88.8% | -52.5% |
| 1Y | -59.3% | +72.0% | -131.3% | -62.7% |
| 3Y | -17.2% | +217.1% | -234.4% | -33.9% |
| All | -17.2% | +202.6% | -219.9% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling