+85.4%
FROG vs RBA
-2.0%
+87.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.8% |
| 7D | -14.1% | +12.7% | -26.7% | -16.5% |
| 30D | -11.8% | +15.5% | -27.3% | -15.0% |
| 3M | +0.1% | -14.0% | +14.2% | +5.1% |
| 6M | +64.2% | -8.8% | +73.0% | +67.0% |
| YTD | +38.2% | -6.9% | +45.2% | +22.3% |
| 1Y | +85.4% | -3.0% | +88.4% | +50.4% |
| All | +85.4% | -2.0% | +87.4% | +50.4% |
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