+167.4%
FROG vs REPL
-35.6%
+203.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +8.0% | +27.3% | +34.8% |
| 7D | +7.0% | +22.8% | -15.8% | +5.7% |
| 30D | +2.9% | +63.8% | -60.9% | -0.3% |
| 3M | +21.6% | +68.1% | -46.5% | +17.3% |
| 6M | +87.7% | +528.5% | -440.8% | +59.0% |
| YTD | +61.7% | +122.4% | -60.8% | +41.4% |
| 1Y | +113.7% | +154.4% | -40.7% | +85.0% |
| 3Y | +267.7% | +68.0% | +199.7% | +158.1% |
| All | +167.4% | -35.6% | +203.0% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling