+81.0%
FROG vs RCAT
-2.3%
+83.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -11.3% | -1.4% | -9.9% | -11.1% |
| 30D | +3.6% | -3.3% | +7.0% | +4.0% |
| 3M | +1.7% | -43.2% | +44.9% | +7.5% |
| 6M | +123.5% | -43.2% | +166.7% | +133.5% |
| YTD | +40.2% | +5.5% | +34.7% | +37.5% |
| 1Y | +81.0% | -1.6% | +82.6% | +80.8% |
| All | +81.0% | -2.3% | +83.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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