+70.7%
FROG vs RGEN
+9.6%
+61.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.1% |
| 7D | +48.2% | -1.2% | +49.4% | +49.2% |
| 30D | +11.4% | -5.1% | +16.5% | +13.9% |
| 3M | +28.5% | +0.5% | +28.0% | +28.7% |
| 6M | +63.7% | +46.6% | +17.1% | +44.3% |
| YTD | +77.1% | +1.6% | +75.4% | +73.4% |
| 1Y | +79.3% | +5.4% | +74.0% | +73.5% |
| 3Y | +323.8% | +12.8% | +310.9% | +269.6% |
| 5Y | +198.9% | -35.6% | +234.5% | +198.2% |
| All | +70.7% | +9.6% | +61.2% | +22.8% |
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