+74.8%
FROG vs RJF
+7.7%
+67.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -0.9% | -2.0% | +1.1% | -0.4% |
| 3M | +7.5% | +16.3% | -8.9% | +2.9% |
| 6M | +107.0% | +16.9% | +90.1% | +95.7% |
| YTD | +39.8% | +10.4% | +29.4% | +29.3% |
| 1Y | +74.8% | +7.4% | +67.4% | +64.4% |
| All | +74.8% | +7.7% | +67.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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