+208.6%
FROG vs RGEN
+0.8%
+207.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -11.3% | -4.9% | -6.4% | -10.3% |
| 30D | +3.6% | +5.7% | -2.0% | +2.6% |
| 3M | +1.7% | +32.4% | -30.8% | -4.4% |
| 6M | +123.5% | +33.2% | +90.3% | +108.5% |
| YTD | +40.2% | +2.3% | +38.0% | +38.0% |
| 1Y | +81.0% | +39.0% | +42.0% | +66.1% |
| All | +208.6% | +0.8% | +207.8% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling