+33.9%
FROG vs RBA
+56.6%
-22.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -5.5% | -1.1% | -4.5% | -5.2% |
| 30D | -3.1% | -13.2% | +10.1% | +1.4% |
| 3M | +1.2% | -21.4% | +22.6% | +8.6% |
| 6M | +113.7% | -20.9% | +134.5% | +128.4% |
| YTD | +38.9% | -19.9% | +58.7% | +46.6% |
| 1Y | +72.0% | -28.7% | +100.7% | +88.8% |
| 3Y | +217.1% | +27.4% | +189.7% | +181.1% |
| 5Y | +130.6% | +41.7% | +88.9% | +92.3% |
| All | +33.9% | +56.6% | -22.8% | +12.5% |
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 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