+108.5%
RF vs FROG
+274.0%
-165.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -2.5% |
| 7D | -0.9% | +7.0% | -7.9% | -1.6% |
| 30D | +6.0% | +2.9% | +3.1% | +5.5% |
| 3M | -8.9% | +21.6% | -30.5% | -10.7% |
| 6M | +2.3% | +87.7% | -85.3% | -4.1% |
| YTD | +7.6% | +61.7% | -54.1% | +1.4% |
| 1Y | +21.2% | +113.7% | -92.5% | +9.5% |
| 3Y | +108.5% | +267.7% | -159.2% | +57.7% |
| All | +108.5% | +274.0% | -165.5% | +57.7% |
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