-45.2%
XYZ vs FROG
+22.9%
-68.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | -1.0% | -11.3% | +10.3% | +3.7% |
| 30D | -1.7% | +3.6% | -5.4% | -3.7% |
| 3M | +16.7% | +1.7% | +15.1% | +14.1% |
| 6M | +26.9% | +123.5% | -96.7% | -12.1% |
| YTD | +27.1% | +40.2% | -13.1% | +3.3% |
| 1Y | +9.3% | +81.0% | -71.7% | -23.7% |
| 3Y | +42.3% | +194.8% | -152.5% | -32.7% |
| 5Y | -69.3% | +131.8% | -201.1% | -85.5% |
| All | -45.2% | +22.9% | -68.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling