+217.1%
FROG vs RJF
+76.7%
+140.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -5.5% | +1.8% | -7.3% | -6.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +1.2% | +18.0% | -16.7% | -6.6% |
| 6M | +113.7% | +17.0% | +96.7% | +96.8% |
| YTD | +38.9% | +11.1% | +27.7% | +29.5% |
| 1Y | +72.0% | +8.0% | +64.0% | +63.1% |
| 3Y | +217.1% | +73.3% | +143.8% | +106.4% |
| All | +217.1% | +76.7% | +140.4% | +106.4% |
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 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