-54.2%
W vs FROG
+160.8%
-215.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.8% | -18.3% |
| 7D | -3.6% | +7.0% | -10.6% | -10.4% |
| 30D | +7.0% | +2.9% | +4.1% | +0.5% |
| 3M | +7.4% | +21.6% | -14.2% | -9.8% |
| 6M | +69.3% | +87.7% | -18.4% | +6.4% |
| YTD | +11.3% | +61.7% | -50.4% | -29.4% |
| 1Y | +13.2% | +113.7% | -100.5% | -42.8% |
| 3Y | +142.0% | +267.7% | -125.7% | -38.4% |
| All | -54.2% | +160.8% | -215.0% | -87.1% |
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 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