+33.2%
Q vs FROG
+119.0%
-85.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.6% |
| 7D | +6.6% | +26.8% | -20.3% | +2.8% |
| 30D | +2.7% | +10.6% | -7.9% | +0.2% |
| 3M | -8.4% | +27.2% | -35.6% | -11.7% |
| 6M | -17.3% | +58.7% | -76.0% | -21.9% |
| YTD | +55.3% | +75.3% | -20.0% | +41.5% |
| 1Y | +31.5% | +71.1% | -39.6% | +20.0% |
| All | +33.2% | +119.0% | -85.9% | +18.8% |
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