-22.3%
QID vs FROG
+72.4%
-94.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.8% | -10.4% | -3.5% |
| 7D | -1.1% | +26.8% | -28.0% | +4.5% |
| 30D | +14.4% | +10.6% | +3.8% | +18.9% |
| 3M | +6.7% | +27.2% | -20.5% | +13.8% |
| 6M | +2.6% | +58.7% | -56.1% | +13.7% |
| YTD | -24.2% | +75.3% | -99.5% | -15.2% |
| 1Y | -22.3% | +71.1% | -93.4% | -13.2% |
| All | -22.3% | +72.4% | -94.7% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling