+96.2%
QQQ vs FROG
+202.6%
-106.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | -5.5% | +7.0% | +2.2% |
| 30D | -0.6% | -3.1% | +2.5% | -0.5% |
| 3M | +0.4% | +1.2% | -0.8% | -0.3% |
| 6M | +20.1% | +113.7% | -93.6% | +8.2% |
| YTD | +17.2% | +38.9% | -21.6% | +10.6% |
| 1Y | +24.7% | +72.0% | -47.3% | +13.5% |
| 3Y | +96.2% | +217.1% | -120.9% | +59.3% |
| All | +96.2% | +202.6% | -106.4% | +59.3% |
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