+90.7%
FROG vs RGEN
+8.1%
+82.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +12.5% | -3.3% | +15.8% | +13.9% |
| 30D | +23.5% | -5.8% | +29.4% | +26.7% |
| 3M | +19.4% | +0.2% | +19.2% | +20.4% |
| 6M | +77.0% | +56.8% | +20.2% | +59.3% |
| YTD | +81.9% | +2.4% | +79.5% | +79.3% |
| 1Y | +90.7% | +11.4% | +79.2% | +82.2% |
| All | +90.7% | +8.1% | +82.5% | +82.2% |
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 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