+67.0%
FROG vs RL
+445.4%
-378.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.8% | +1.3% | +5.3% |
| 7D | +27.1% | +0.2% | +26.9% | +27.2% |
| 30D | +5.8% | +7.3% | -1.5% | +3.6% |
| 3M | +20.8% | +1.0% | +19.8% | +20.1% |
| 6M | +53.3% | +11.8% | +41.6% | +45.7% |
| YTD | +73.2% | +13.6% | +59.6% | +62.3% |
| 1Y | +80.3% | +24.0% | +56.3% | +63.8% |
| 3Y | +318.3% | +256.6% | +61.7% | +170.9% |
| 5Y | +179.9% | +240.2% | -60.3% | +72.9% |
| All | +67.0% | +445.4% | -378.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling