+29.7%
Q vs FROG
+73.5%
-43.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +6.7% | -5.5% | +12.2% | +7.3% |
| 30D | -10.6% | -3.1% | -7.5% | -10.3% |
| 3M | -14.6% | +1.2% | -15.8% | -15.0% |
| 6M | +12.1% | +113.7% | -101.6% | +4.2% |
| YTD | +51.3% | +38.9% | +12.4% | +42.9% |
| All | +29.7% | +73.5% | -43.8% | +20.1% |
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