+33.9%
FROG vs RGEN
+10.9%
+23.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -3.1% | +2.8% | -5.9% | -3.8% |
| 3M | +1.2% | +34.5% | -33.2% | -8.4% |
| 6M | +113.7% | +40.5% | +73.2% | +89.3% |
| YTD | +38.9% | +2.8% | +36.0% | +35.3% |
| 1Y | +72.0% | +39.6% | +32.4% | +50.5% |
| 3Y | +217.1% | +4.4% | +212.7% | +182.4% |
| 5Y | +130.6% | -42.8% | +173.4% | +138.6% |
| All | +33.9% | +10.9% | +23.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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