+3.7%
U vs FROG
+83.7%
-80.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.1% |
| 7D | -3.8% | -11.3% | +7.5% | -0.6% |
| 30D | +17.5% | +3.6% | +13.8% | +15.2% |
| 3M | +38.7% | +1.7% | +37.1% | +35.7% |
| 6M | +104.4% | +123.5% | -19.1% | +51.4% |
| YTD | -5.7% | +40.2% | -45.9% | -19.7% |
| 1Y | +3.7% | +81.0% | -77.3% | -14.5% |
| All | +3.7% | +83.7% | -80.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling