-15.2%
QCOM vs FROG
+41.2%
-56.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -13.6% | +4.1% | -6.5% |
| 7D | -15.5% | -24.5% | +9.0% | -10.5% |
| 30D | -13.4% | -24.3% | +10.8% | -8.6% |
| 3M | 0.0% | -11.7% | +11.8% | +2.2% |
| 6M | -15.2% | +37.1% | -52.3% | -17.5% |
| All | -15.2% | +41.2% | -56.5% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling