+313.1%
FROG vs RJF
+75.0%
+238.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +6.0% |
| 7D | +26.8% | -0.9% | +27.8% | +27.3% |
| 30D | +10.6% | +5.3% | +5.2% | +8.2% |
| 3M | +27.2% | -6.8% | +34.0% | +30.8% |
| 6M | +58.7% | +11.4% | +47.3% | +50.5% |
| YTD | +75.3% | +5.5% | +69.8% | +67.6% |
| 1Y | +71.1% | +3.7% | +67.4% | +65.1% |
| All | +313.1% | +75.0% | +238.0% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling