+55.9%
FROG vs REPL
-9.5%
+65.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +8.0% | +27.3% | +34.8% |
| 7D | +7.0% | +22.8% | -15.8% | +5.5% |
| 30D | +2.9% | +63.8% | -60.9% | -0.7% |
| 3M | +21.6% | +68.1% | -46.5% | +16.8% |
| 6M | +87.7% | +528.5% | -440.8% | +55.4% |
| YTD | +61.7% | +122.4% | -60.8% | +38.6% |
| 1Y | +113.7% | +154.4% | -40.7% | +81.1% |
| 3Y | +267.7% | +68.0% | +199.7% | +148.4% |
| 5Y | +158.8% | -35.4% | +194.2% | +98.8% |
| All | +55.9% | -9.5% | +65.4% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling