+81.0%
FROG vs RBA
-26.5%
+107.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.3% | -2.9% | -8.4% | -10.5% |
| 30D | +3.6% | -12.3% | +15.9% | +7.6% |
| 3M | +1.7% | -20.5% | +22.2% | +7.0% |
| 6M | +123.5% | -18.5% | +142.1% | +131.7% |
| YTD | +40.2% | -18.2% | +58.5% | +38.2% |
| 1Y | +81.0% | -27.5% | +108.5% | +63.5% |
| All | +81.0% | -26.5% | +107.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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