+67.3%
QCOM vs FROG
+22.9%
+44.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.7% |
| 7D | +3.3% | -11.3% | +14.6% | +5.7% |
| 30D | +7.7% | +3.6% | +4.1% | +6.6% |
| 3M | -30.1% | +1.7% | -31.7% | -30.8% |
| 6M | +22.8% | +123.5% | -100.7% | +3.1% |
| YTD | +0.2% | +40.2% | -40.1% | -9.4% |
| 1Y | +7.9% | +81.0% | -73.1% | -8.5% |
| 3Y | +55.8% | +194.8% | -138.9% | +12.1% |
| 5Y | +30.1% | +131.8% | -101.7% | -8.9% |
| All | +67.3% | +22.9% | +44.4% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling