+52.1%
QCOM vs FROG
+307.0%
-254.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.5% | +2.5% |
| 7D | +5.8% | +27.1% | -21.3% | +1.2% |
| 30D | -2.3% | +5.8% | -8.1% | -4.1% |
| 3M | +2.7% | +20.8% | -18.1% | -1.5% |
| 6M | -21.0% | +53.3% | -74.4% | -27.4% |
| YTD | +1.8% | +73.2% | -71.4% | -9.5% |
| 1Y | +2.4% | +80.3% | -77.9% | -9.7% |
| 3Y | +52.1% | +318.3% | -266.2% | +10.7% |
| All | +52.1% | +307.0% | -254.9% | +10.7% |
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 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