+59.8%
FROG vs REPL
-2.6%
+62.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -4.6% |
| 7D | +17.0% | +12.7% | +4.3% | +16.2% |
| 30D | +1.3% | +73.5% | -72.2% | -2.7% |
| 3M | +17.5% | +70.3% | -52.8% | +12.8% |
| 6M | +46.8% | +472.0% | -425.2% | +22.3% |
| YTD | +65.8% | +139.5% | -73.7% | +41.4% |
| 1Y | +61.0% | +167.3% | -106.3% | +36.0% |
| 3Y | +296.7% | +109.5% | +187.2% | +158.2% |
| 5Y | +177.8% | -29.9% | +207.8% | +112.0% |
| All | +59.8% | -2.6% | +62.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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