+34.8%
FROG vs RCAT
+1,093.8%
-1,059.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.9% |
| 7D | -4.8% | -2.3% | -2.5% | -4.7% |
| 30D | -0.9% | -18.7% | +17.8% | -0.3% |
| 3M | +7.5% | -29.3% | +36.7% | +8.5% |
| 6M | +107.0% | -42.3% | +149.3% | +109.5% |
| YTD | +39.8% | +2.5% | +37.3% | +39.0% |
| 1Y | +74.8% | -5.7% | +80.5% | +73.5% |
| 3Y | +219.3% | +764.9% | -545.6% | +201.9% |
| 5Y | +133.0% | +182.3% | -49.3% | +120.2% |
| All | +34.8% | +1,093.8% | -1,059.1% | +41.9% |
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