-79.2%
QS vs FROG
+55.2%
-134.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.0% | -8.8% | -8.2% |
| 7D | -5.6% | +48.2% | -53.8% | -21.1% |
| 30D | -5.8% | +11.4% | -17.2% | -12.6% |
| 3M | -39.2% | +28.5% | -67.7% | -47.5% |
| 6M | -53.9% | +63.7% | -117.6% | -64.5% |
| YTD | -62.8% | +77.1% | -139.8% | -74.1% |
| 1Y | -73.5% | +79.3% | -152.8% | -81.7% |
| 3Y | -29.1% | +323.8% | -352.8% | -74.9% |
| 5Y | -90.0% | +198.9% | -288.9% | -95.9% |
| All | -79.2% | +55.2% | -134.4% | -89.5% |
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