+133.0%
FROG vs RJF
+106.2%
+26.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -0.9% | -2.0% | +1.1% | +0.1% |
| 3M | +7.5% | +16.3% | -8.9% | -1.0% |
| 6M | +107.0% | +16.9% | +90.1% | +89.3% |
| YTD | +39.8% | +10.4% | +29.4% | +30.3% |
| 1Y | +74.8% | +7.4% | +67.4% | +65.6% |
| 3Y | +219.3% | +72.2% | +147.0% | +125.2% |
| 5Y | +133.0% | +105.1% | +27.9% | +46.3% |
| All | +133.0% | +106.2% | +26.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling