+167.4%
FROG vs RL
+226.8%
-59.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.4% | +36.7% | +35.9% |
| 7D | +7.0% | -4.2% | +11.1% | +8.9% |
| 30D | +2.9% | +4.3% | -1.4% | +1.1% |
| 3M | +21.6% | -4.6% | +26.2% | +23.4% |
| 6M | +87.7% | +1.7% | +85.9% | +81.9% |
| YTD | +61.7% | +7.3% | +54.3% | +50.9% |
| 1Y | +113.7% | +20.8% | +92.9% | +88.4% |
| 3Y | +267.7% | +247.0% | +20.8% | +86.4% |
| All | +167.4% | +226.8% | -59.5% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling