+72.1%
QCOM vs FROG
+45.3%
+26.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.0% |
| 7D | +5.5% | +17.0% | -11.5% | +1.5% |
| 30D | -1.1% | +1.3% | -2.4% | -2.4% |
| 3M | +7.6% | +17.5% | -9.9% | +2.6% |
| 6M | -20.1% | +46.8% | -66.8% | -27.7% |
| YTD | +3.0% | +65.8% | -62.8% | -10.9% |
| 1Y | +3.2% | +61.0% | -57.7% | -10.4% |
| 3Y | +48.9% | +296.7% | -247.9% | -0.2% |
| 5Y | +21.1% | +177.8% | -156.8% | -18.8% |
| All | +72.1% | +45.3% | +26.8% | +18.0% |
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