+195.7%
FROG vs RJF
+80.1%
+115.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +6.0% |
| 7D | +26.8% | -0.9% | +27.8% | +27.5% |
| 30D | +10.6% | +5.3% | +5.2% | +7.4% |
| 3M | +27.2% | -6.8% | +34.0% | +31.2% |
| 6M | +58.7% | +11.4% | +47.3% | +48.5% |
| YTD | +75.3% | +5.5% | +69.8% | +66.3% |
| 1Y | +71.1% | +3.7% | +67.4% | +63.9% |
| 3Y | +319.6% | +73.4% | +246.2% | +191.4% |
| 5Y | +195.7% | +78.3% | +117.3% | +95.1% |
| All | +195.7% | +80.1% | +115.6% | +95.1% |
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