+70.7%
FROG vs RJF
+266.6%
-195.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +48.2% | +1.5% | +46.7% | +47.2% |
| 30D | +11.4% | +6.7% | +4.7% | +8.2% |
| 3M | +28.5% | -7.3% | +35.9% | +32.1% |
| 6M | +63.7% | +9.8% | +54.0% | +56.2% |
| YTD | +77.1% | +5.6% | +71.4% | +69.8% |
| 1Y | +79.3% | +2.3% | +77.1% | +74.6% |
| 3Y | +323.8% | +73.6% | +250.2% | +224.0% |
| 5Y | +198.9% | +79.9% | +119.0% | +126.3% |
| All | +70.7% | +266.6% | -195.9% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling