+142.0%
W vs FROG
+274.0%
-132.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.8% | -10.0% |
| 7D | -3.6% | +7.0% | -10.6% | -6.4% |
| 30D | +7.0% | +2.9% | +4.1% | +4.6% |
| 3M | +7.4% | +21.6% | -14.2% | -0.6% |
| 6M | +69.3% | +87.7% | -18.4% | +36.3% |
| YTD | +11.3% | +61.7% | -50.4% | -9.0% |
| 1Y | +13.2% | +113.7% | -100.5% | -18.1% |
| 3Y | +142.0% | +267.7% | -125.7% | +16.0% |
| All | +142.0% | +274.0% | -132.0% | +16.0% |
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