+146.4%
SHOP vs FROG
+274.0%
-127.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +35.3% | -31.7% | -4.9% |
| 7D | -5.4% | +7.0% | -12.4% | -8.2% |
| 30D | -10.3% | +2.9% | -13.2% | -12.3% |
| 3M | +1.0% | +21.6% | -20.6% | -6.0% |
| 6M | +41.2% | +87.7% | -46.4% | +14.7% |
| YTD | -7.5% | +61.7% | -69.2% | -23.6% |
| 1Y | -4.6% | +113.7% | -118.2% | -28.5% |
| 3Y | +146.4% | +267.7% | -121.3% | +42.8% |
| All | +146.4% | +274.0% | -127.6% | +42.8% |
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