+55.4%
QCOM vs FROG
+4.7%
+50.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -13.6% | +4.1% | -6.9% |
| 7D | -15.5% | -24.5% | +9.0% | -10.8% |
| 30D | -13.4% | -24.3% | +10.8% | -8.9% |
| 3M | 0.0% | -11.7% | +11.8% | +1.7% |
| 6M | -15.2% | +37.1% | -52.3% | -21.8% |
| YTD | -6.9% | +19.5% | -26.4% | -13.5% |
| 1Y | -11.0% | +61.8% | -72.8% | -23.2% |
| 3Y | +39.8% | +178.1% | -138.4% | +1.2% |
| 5Y | +7.2% | +91.2% | -84.0% | -22.3% |
| All | +55.4% | +4.7% | +50.7% | +14.5% |
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 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