+85.4%
FROG vs RNG
+179.4%
-94.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -14.1% | -9.6% | -4.5% | -13.0% |
| 30D | -11.8% | -1.4% | -10.4% | -11.4% |
| 3M | +0.1% | +28.8% | -28.6% | -1.2% |
| 6M | +64.2% | +65.6% | -1.4% | +57.6% |
| YTD | +38.2% | +171.4% | -133.2% | +51.0% |
| 1Y | +85.4% | +185.3% | -99.9% | +104.0% |
| All | +85.4% | +179.4% | -94.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling