+70.7%
FROG vs RNG
-70.2%
+140.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +48.2% | +2.3% | +45.9% | +46.8% |
| 30D | +11.4% | -3.4% | +14.8% | +13.1% |
| 3M | +28.5% | +20.9% | +7.7% | +21.3% |
| 6M | +63.7% | +82.2% | -18.5% | +32.8% |
| YTD | +77.1% | +164.6% | -87.6% | +18.3% |
| 1Y | +79.3% | +177.0% | -97.7% | +17.9% |
| 3Y | +323.8% | +177.4% | +146.3% | +157.4% |
| 5Y | +198.9% | -72.3% | +271.3% | +313.7% |
| All | +70.7% | -70.2% | +140.9% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling