+66.2%
YUM vs FROG
+22.3%
+43.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -5.8% | +1.3% | -7.2% | -6.0% |
| 3M | -7.6% | +11.1% | -18.7% | -8.2% |
| 6M | -9.1% | +108.3% | -117.5% | -12.5% |
| YTD | -5.5% | +39.6% | -45.1% | -7.4% |
| 1Y | -3.7% | +74.7% | -78.5% | -7.2% |
| 3Y | +17.8% | +224.1% | -206.3% | +6.7% |
| 5Y | +19.3% | +138.4% | -119.1% | +6.1% |
| All | +66.2% | +22.3% | +43.9% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling