-55.9%
W vs FROG
+207.6%
-263.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.9% |
| 7D | +0.2% | +12.5% | -12.3% | -5.4% |
| 30D | +6.8% | +23.5% | -16.7% | -8.1% |
| 3M | +10.7% | +19.4% | -8.7% | -4.8% |
| 6M | +86.3% | +77.0% | +9.3% | +25.2% |
| YTD | +11.5% | +81.9% | -70.4% | -33.2% |
| 1Y | +5.1% | +90.7% | -85.6% | -39.8% |
| 3Y | +171.0% | +328.5% | -157.5% | -36.9% |
| All | -55.9% | +207.6% | -263.5% | -88.6% |
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 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