+70.7%
FROG vs RL
+434.9%
-364.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +48.2% | +2.4% | +45.9% | +47.0% |
| 30D | +11.4% | +4.6% | +6.8% | +9.9% |
| 3M | +28.5% | -1.1% | +29.7% | +28.6% |
| 6M | +63.7% | +16.5% | +47.2% | +53.2% |
| YTD | +77.1% | +11.4% | +65.7% | +66.9% |
| 1Y | +79.3% | +16.1% | +63.3% | +66.5% |
| 3Y | +323.8% | +252.6% | +71.1% | +175.4% |
| 5Y | +198.9% | +244.9% | -46.0% | +85.8% |
| All | +70.7% | +434.9% | -364.2% | +18.6% |
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