+71.0%
QCOM vs FROG
+59.4%
+11.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.2% |
| 7D | +4.3% | +12.5% | -8.2% | +1.9% |
| 30D | -0.1% | +23.5% | -23.6% | -5.0% |
| 3M | +5.2% | +19.4% | -14.2% | +0.1% |
| 6M | -18.4% | +77.0% | -95.4% | -28.8% |
| YTD | +2.4% | +81.9% | -79.5% | -13.1% |
| 1Y | +0.9% | +90.7% | -89.8% | -15.3% |
| 3Y | +48.4% | +328.5% | -280.1% | -2.0% |
| 5Y | +16.6% | +207.0% | -190.5% | -23.3% |
| All | +71.0% | +59.4% | +11.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling