+79.3%
FROG vs RNG
+177.2%
-97.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +48.2% | +2.3% | +45.9% | +47.7% |
| 30D | +11.4% | -3.4% | +14.8% | +12.3% |
| 3M | +28.5% | +20.9% | +7.7% | +27.5% |
| 6M | +63.7% | +82.2% | -18.5% | +58.4% |
| YTD | +77.1% | +164.6% | -87.6% | +91.5% |
| 1Y | +79.3% | +177.0% | -97.7% | +87.1% |
| All | +79.3% | +177.2% | -97.9% | +87.1% |
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