-18.6%
QS vs FROG
+299.7%
-318.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.8% |
| 7D | +8.0% | +17.0% | -9.0% | +4.1% |
| 30D | -2.8% | +1.3% | -4.1% | -4.0% |
| 3M | -28.1% | +17.5% | -45.6% | -31.2% |
| 6M | -41.0% | +46.8% | -87.8% | -45.6% |
| YTD | -57.3% | +65.8% | -123.1% | -62.3% |
| 1Y | -72.7% | +61.0% | -133.7% | -75.7% |
| 3Y | -18.6% | +296.7% | -315.4% | -49.5% |
| All | -18.6% | +299.7% | -318.3% | -49.5% |
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 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