+35.2%
FROG vs RGEN
+10.3%
+24.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -11.3% | -4.9% | -6.4% | -9.8% |
| 30D | +3.6% | +5.7% | -2.0% | +2.1% |
| 3M | +1.7% | +32.4% | -30.8% | -7.5% |
| 6M | +123.5% | +33.2% | +90.3% | +101.3% |
| YTD | +40.2% | +2.3% | +38.0% | +36.9% |
| 1Y | +81.0% | +39.0% | +42.0% | +58.6% |
| 3Y | +194.8% | -4.6% | +199.4% | +172.1% |
| 5Y | +131.8% | -42.7% | +174.5% | +139.6% |
| All | +35.2% | +10.3% | +24.9% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling