+15.2%
FROG vs RACE
+130.0%
-114.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.4% |
| 7D | -24.5% | +5.7% | -30.2% | -26.6% |
| 30D | -24.3% | +9.3% | -33.5% | -27.7% |
| 3M | -11.7% | +3.8% | -15.5% | -13.6% |
| 6M | +37.1% | +29.8% | +7.4% | +18.7% |
| YTD | +19.5% | +15.6% | +3.9% | +8.5% |
| 1Y | +61.8% | +5.1% | +56.7% | +54.9% |
| 3Y | +178.1% | +30.8% | +147.3% | +110.4% |
| 5Y | +91.2% | +67.4% | +23.8% | +15.9% |
| All | +15.2% | +130.0% | -114.8% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling