-6.0%
U vs FROG
+73.6%
-79.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +4.5% | -5.5% | +10.0% | +6.1% |
| 30D | -0.6% | -3.1% | +2.5% | -0.5% |
| 3M | +48.4% | +1.2% | +47.2% | +45.4% |
| 6M | +115.4% | +113.7% | +1.7% | +63.2% |
| YTD | -3.2% | +38.9% | -42.1% | -17.4% |
| 1Y | -6.0% | +72.0% | -78.0% | -20.1% |
| All | -6.0% | +73.6% | -79.6% | -20.1% |
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