+35.2%
FROG vs RL
+379.3%
-344.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.4% | -4.0% |
| 7D | -11.3% | -0.8% | -10.5% | -11.1% |
| 30D | +3.6% | -7.8% | +11.4% | +6.0% |
| 3M | +1.7% | -4.0% | +5.7% | +1.9% |
| 6M | +123.5% | -1.9% | +125.4% | +120.1% |
| YTD | +40.2% | -0.2% | +40.4% | +36.9% |
| 1Y | +81.0% | +10.7% | +70.3% | +70.5% |
| 3Y | +194.8% | +210.8% | -16.0% | +99.2% |
| 5Y | +131.8% | +238.2% | -106.4% | +50.1% |
| All | +35.2% | +379.3% | -344.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling