+170.9%
QQQ vs FROG
+22.9%
+148.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | +0.4% | -11.3% | +11.6% | +2.3% |
| 30D | +0.2% | +3.6% | -3.4% | -0.7% |
| 3M | -2.8% | +1.7% | -4.5% | -3.8% |
| 6M | +18.0% | +123.5% | -105.5% | +0.7% |
| YTD | +17.3% | +40.2% | -22.9% | +7.3% |
| 1Y | +25.6% | +81.0% | -55.4% | +8.3% |
| 3Y | +93.7% | +194.8% | -101.0% | +43.3% |
| 5Y | +94.2% | +131.8% | -37.7% | +40.0% |
| All | +170.9% | +22.9% | +148.0% | +105.0% |
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