+75.1%
QCOM vs FROG
+53.7%
+21.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +0.6% |
| 7D | +2.0% | +26.8% | -24.9% | -3.4% |
| 30D | +1.2% | +10.6% | -9.4% | -1.8% |
| 3M | +9.1% | +27.2% | -18.1% | +2.5% |
| 6M | -25.0% | +58.7% | -83.7% | -33.1% |
| YTD | +4.8% | +75.3% | -70.5% | -10.3% |
| 1Y | +3.6% | +71.1% | -67.5% | -11.1% |
| 3Y | +51.5% | +319.6% | -268.1% | +0.4% |
| 5Y | +19.7% | +195.7% | -175.9% | -20.7% |
| All | +75.1% | +53.7% | +21.4% | +18.7% |
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