+55.9%
FROG vs RBA
+78.9%
-23.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.7% | +35.7% |
| 7D | +7.0% | +4.3% | +2.7% | +5.3% |
| 30D | +2.9% | +16.3% | -13.4% | -2.5% |
| 3M | +21.6% | +1.3% | +20.3% | +20.4% |
| 6M | +87.7% | -11.1% | +98.7% | +92.3% |
| YTD | +61.7% | -8.5% | +70.1% | +62.6% |
| 1Y | +113.7% | -2.1% | +115.8% | +110.4% |
| 3Y | +267.7% | +44.6% | +223.2% | +211.0% |
| 5Y | +158.8% | +36.8% | +122.0% | +116.4% |
| All | +55.9% | +78.9% | -23.1% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling