+34.6%
FROG vs RJF
+278.9%
-244.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -0.5% | -2.7% | +2.2% | +0.7% |
| 30D | +1.3% | -4.3% | +5.6% | +3.2% |
| 3M | +11.1% | +15.7% | -4.6% | +4.1% |
| 6M | +108.3% | +17.8% | +90.5% | +93.0% |
| YTD | +39.6% | +9.2% | +30.4% | +32.5% |
| 1Y | +74.7% | +2.8% | +72.0% | +70.6% |
| 3Y | +224.1% | +69.5% | +154.6% | +150.9% |
| 5Y | +138.4% | +105.9% | +32.5% | +78.8% |
| All | +34.6% | +278.9% | -244.3% | +2.7% |
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