-2.0%
PODD vs FROG
+307.0%
-309.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.9% | +1.8% |
| 7D | -2.5% | +27.1% | -29.6% | -4.3% |
| 30D | +10.7% | +5.8% | +4.9% | +10.3% |
| 3M | +6.1% | +20.8% | -14.7% | +4.0% |
| 6M | -2.8% | +53.3% | -56.2% | -7.5% |
| YTD | -47.3% | +73.2% | -120.5% | -50.9% |
| 1Y | -53.2% | +80.3% | -133.5% | -56.7% |
| 3Y | -2.0% | +318.3% | -320.3% | -29.8% |
| All | -2.0% | +307.0% | -309.0% | -29.8% |
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