+67.0%
FROG vs RCAT
+560.8%
-493.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.4% | -4.3% | +6.6% |
| 7D | +27.1% | +1.1% | +26.0% | +27.1% |
| 30D | +5.8% | -22.0% | +27.8% | +6.8% |
| 3M | +20.8% | -51.1% | +72.0% | +23.9% |
| 6M | +53.3% | -56.6% | +109.9% | +57.3% |
| YTD | +73.2% | -43.3% | +116.5% | +75.8% |
| 1Y | +80.3% | -51.5% | +131.8% | +83.5% |
| 3Y | +318.3% | +411.4% | -93.0% | +303.6% |
| 5Y | +179.9% | +74.4% | +105.5% | +170.0% |
| All | +67.0% | +560.8% | -493.8% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling