-70.6%
QS vs FROG
+22.9%
-93.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.9% |
| 7D | -2.3% | -11.3% | +9.0% | +2.4% |
| 30D | -0.7% | +3.6% | -4.4% | -3.0% |
| 3M | -39.6% | +1.7% | -41.3% | -40.8% |
| 6M | -21.7% | +123.5% | -145.2% | -47.5% |
| YTD | -47.4% | +40.2% | -87.7% | -58.2% |
| 1Y | -28.4% | +81.0% | -109.4% | -50.6% |
| 3Y | -22.6% | +194.8% | -217.3% | -66.2% |
| 5Y | -75.6% | +131.8% | -207.4% | -88.6% |
| All | -70.6% | +22.9% | -93.5% | -83.2% |
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 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