+35.2%
FROG vs RACE
+123.2%
-88.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.3% |
| 7D | -11.3% | -2.5% | -8.8% | -10.0% |
| 30D | +3.6% | +0.8% | +2.9% | +3.3% |
| 3M | +1.7% | +17.2% | -15.5% | -6.7% |
| 6M | +123.5% | +13.6% | +109.9% | +106.8% |
| YTD | +40.2% | +12.2% | +28.0% | +29.7% |
| 1Y | +81.0% | -16.3% | +97.2% | +94.8% |
| 3Y | +194.8% | +36.4% | +158.3% | +116.1% |
| 5Y | +131.8% | +95.0% | +36.8% | +31.4% |
| All | +35.2% | +123.2% | -88.0% | -30.4% |
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