+317.2%
FROG vs RCAT
+347.2%
-30.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +1.9% |
| 7D | +48.2% | +15.6% | +32.7% | +46.4% |
| 30D | +11.4% | -24.1% | +35.5% | +14.4% |
| 3M | +28.5% | -61.9% | +90.4% | +39.6% |
| 6M | +63.7% | -64.3% | +128.1% | +77.2% |
| YTD | +77.1% | -50.4% | +127.5% | +85.6% |
| 1Y | +79.3% | -54.0% | +133.4% | +88.2% |
| All | +317.2% | +347.2% | -30.0% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling