-69.4%
U vs FROG
+129.7%
-199.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.9% |
| 7D | -3.8% | -11.3% | +7.5% | +2.6% |
| 30D | +17.5% | +3.6% | +13.8% | +12.8% |
| 3M | +38.7% | +1.7% | +37.1% | +32.3% |
| 6M | +104.4% | +123.5% | -19.1% | +15.4% |
| YTD | -5.7% | +40.2% | -45.9% | -31.0% |
| 1Y | +3.7% | +81.0% | -77.3% | -38.1% |
| 3Y | +12.3% | +194.8% | -182.4% | -63.3% |
| All | -69.4% | +129.7% | -199.1% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling