+113.7%
FROG vs RACE
+3.3%
+110.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.5% | +36.8% | +35.7% |
| 7D | +7.0% | +5.1% | +1.9% | +5.3% |
| 30D | +2.9% | +7.7% | -4.8% | +0.4% |
| 3M | +21.6% | +2.2% | +19.4% | +20.8% |
| 6M | +87.7% | +23.8% | +63.9% | +75.3% |
| YTD | +61.7% | +13.9% | +47.8% | +52.5% |
| 1Y | +113.7% | +3.8% | +109.9% | +123.3% |
| All | +113.7% | +3.3% | +110.4% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling