+55.9%
FROG vs RL
+415.4%
-359.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.4% | +36.7% | +35.7% |
| 7D | +7.0% | -4.2% | +11.1% | +8.4% |
| 30D | +2.9% | +4.3% | -1.4% | +1.6% |
| 3M | +21.6% | -4.6% | +26.2% | +23.0% |
| 6M | +87.7% | +1.7% | +85.9% | +83.6% |
| YTD | +61.7% | +7.3% | +54.3% | +54.1% |
| 1Y | +113.7% | +20.8% | +92.9% | +95.7% |
| 3Y | +267.7% | +247.0% | +20.8% | +140.2% |
| 5Y | +158.8% | +225.5% | -66.7% | +62.6% |
| All | +55.9% | +415.4% | -359.5% | +9.5% |
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 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