+55.9%
FROG vs RCAT
+493.2%
-437.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +18.6% | +16.7% | +34.5% |
| 7D | +7.0% | -12.7% | +19.7% | +7.6% |
| 30D | +2.9% | -34.3% | +37.2% | +4.5% |
| 3M | +21.6% | -53.4% | +75.0% | +25.0% |
| 6M | +87.7% | -62.0% | +149.6% | +93.6% |
| YTD | +61.7% | -49.1% | +110.7% | +64.9% |
| 1Y | +113.7% | -53.1% | +166.8% | +118.1% |
| 3Y | +267.7% | +318.7% | -50.9% | +256.8% |
| 5Y | +158.8% | +48.5% | +110.3% | +150.7% |
| All | +55.9% | +493.2% | -437.4% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling