+74.8%
FROG vs RNG
+116.0%
-41.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -4.8% | -4.1% | -0.8% | -4.4% |
| 30D | -0.9% | +8.6% | -9.6% | -1.7% |
| 3M | +7.5% | +78.0% | -70.5% | +1.7% |
| 6M | +107.0% | +67.0% | +40.0% | +96.1% |
| YTD | +39.8% | +142.4% | -102.6% | +43.2% |
| 1Y | +74.8% | +120.4% | -45.6% | +84.6% |
| All | +74.8% | +116.0% | -41.2% | +84.6% |
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