+169.9%
W vs FROG
+323.8%
-153.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -1.7% | +48.2% | -49.9% | -12.2% |
| 30D | +3.2% | +11.4% | -8.2% | -0.9% |
| 3M | +8.3% | +28.5% | -20.2% | -0.9% |
| 6M | +84.3% | +63.7% | +20.6% | +56.3% |
| YTD | +11.0% | +77.1% | -66.0% | -11.2% |
| 1Y | -0.2% | +79.3% | -79.6% | -21.1% |
| All | +169.9% | +323.8% | -153.8% | +20.8% |
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