+3.9%
W vs FROG
+78.6%
-74.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +3.8% |
| 7D | +3.3% | +27.1% | -23.8% | +0.4% |
| 30D | +10.5% | +5.8% | +4.7% | +9.7% |
| 3M | +9.6% | +20.8% | -11.2% | +6.9% |
| 6M | +76.4% | +53.3% | +23.0% | +68.6% |
| YTD | +16.4% | +73.2% | -56.8% | +4.0% |
| All | +3.9% | +78.6% | -74.7% | -7.6% |
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