+75.3%
FROG vs RNG
-70.4%
+145.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +12.5% | +4.6% | +7.9% | +10.9% |
| 30D | +23.5% | +0.4% | +23.1% | +23.8% |
| 3M | +19.4% | +11.4% | +8.0% | +15.4% |
| 6M | +77.0% | +95.7% | -18.7% | +40.2% |
| YTD | +81.9% | +162.9% | -81.0% | +21.8% |
| 1Y | +90.7% | +180.3% | -89.6% | +24.7% |
| 3Y | +328.5% | +188.3% | +140.2% | +156.2% |
| 5Y | +207.0% | -72.5% | +279.5% | +325.8% |
| All | +75.3% | -70.4% | +145.7% | +166.5% |
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