+20.7%
XYZ vs FROG
+88.4%
-67.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +35.3% | -33.6% | -3.9% |
| 7D | +12.1% | +7.0% | +5.2% | +10.9% |
| 30D | +12.4% | +2.9% | +9.5% | +11.7% |
| 3M | +8.2% | +21.6% | -13.4% | +2.6% |
| 6M | +20.7% | +87.7% | -67.0% | -0.7% |
| All | +20.7% | +88.4% | -67.7% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling