-33.7%
PODD vs FROG
+22.9%
-56.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.4% |
| 7D | +1.6% | -11.3% | +12.9% | +3.8% |
| 30D | +10.7% | +3.6% | +7.0% | +9.3% |
| 3M | +0.7% | +1.7% | -0.9% | -0.7% |
| 6M | -39.3% | +123.5% | -162.8% | -49.9% |
| YTD | -48.1% | +40.2% | -88.4% | -53.4% |
| 1Y | -57.4% | +81.0% | -138.4% | -64.4% |
| 3Y | -23.3% | +194.8% | -218.0% | -47.0% |
| 5Y | -51.3% | +131.8% | -183.1% | -66.4% |
| All | -33.7% | +22.9% | -56.6% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling