+47.0%
QCOM vs FROG
+274.0%
-227.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +35.3% | -29.8% | 0.0% |
| 7D | +0.4% | +7.0% | -6.6% | -1.5% |
| 30D | -6.6% | +2.9% | -9.5% | -7.9% |
| 3M | +3.7% | +21.6% | -17.9% | -0.6% |
| 6M | -13.3% | +87.7% | -101.0% | -22.7% |
| YTD | -1.8% | +61.7% | -63.5% | -11.7% |
| 1Y | -2.5% | +113.7% | -116.2% | -16.7% |
| 3Y | +47.0% | +267.7% | -220.8% | +10.2% |
| All | +47.0% | +274.0% | -227.0% | +10.2% |
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