+59.8%
FROG vs RBA
+83.9%
-24.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +17.0% | +3.2% | +13.8% | +15.8% |
| 30D | +1.3% | +12.0% | -10.7% | -2.7% |
| 3M | +17.5% | +2.9% | +14.6% | +15.8% |
| 6M | +46.8% | -6.3% | +53.0% | +48.0% |
| YTD | +65.8% | -5.9% | +71.7% | +65.4% |
| 1Y | +61.0% | -3.9% | +64.9% | +59.4% |
| 3Y | +296.7% | +64.9% | +231.9% | +222.0% |
| 5Y | +177.8% | +48.5% | +129.4% | +126.2% |
| All | +59.8% | +83.9% | -24.1% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling