+72.0%
FROG vs RGEN
+37.7%
+34.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -3.1% | +2.8% | -5.9% | -3.2% |
| 3M | +1.2% | +34.5% | -33.2% | -3.2% |
| 6M | +113.7% | +40.5% | +73.2% | +99.8% |
| YTD | +38.9% | +2.8% | +36.0% | +34.2% |
| 1Y | +72.0% | +39.6% | +32.4% | +70.7% |
| All | +72.0% | +37.7% | +34.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling