+69.0%
FROG vs RL
+439.3%
-370.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.1% | +6.2% |
| 7D | +26.8% | -4.4% | +31.2% | +28.8% |
| 30D | +10.6% | +5.6% | +5.0% | +8.8% |
| 3M | +27.2% | -0.6% | +27.8% | +27.1% |
| 6M | +58.7% | +15.5% | +43.2% | +49.0% |
| YTD | +75.3% | +12.3% | +63.0% | +64.8% |
| 1Y | +71.1% | +19.3% | +51.8% | +57.3% |
| 3Y | +319.6% | +255.5% | +64.0% | +172.0% |
| 5Y | +195.7% | +247.1% | -51.4% | +83.3% |
| All | +69.0% | +439.3% | -370.3% | +17.1% |
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