+32.9%
W vs FROG
+198.7%
-165.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.5% |
| 7D | -4.2% | -11.3% | +7.1% | -0.9% |
| 30D | -7.6% | +3.6% | -11.2% | -9.2% |
| 3M | +37.2% | +1.7% | +35.5% | +34.8% |
| 6M | +26.3% | +123.5% | -97.2% | -4.6% |
| YTD | -1.0% | +40.2% | -41.2% | -15.3% |
| 1Y | +20.1% | +81.0% | -60.9% | -8.9% |
| All | +32.9% | +198.7% | -165.7% | -28.1% |
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 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