+296.7%
FROG vs RNG
+178.5%
+118.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | +17.0% | -6.0% | +23.0% | +18.5% |
| 30D | +1.3% | -7.4% | +8.6% | +3.2% |
| 3M | +17.5% | +14.6% | +2.9% | +15.0% |
| 6M | +46.8% | +61.5% | -14.8% | +33.8% |
| YTD | +65.8% | +155.7% | -89.9% | +37.9% |
| 1Y | +61.0% | +172.5% | -111.5% | +31.5% |
| 3Y | +296.7% | +168.0% | +128.7% | +226.4% |
| All | +296.7% | +178.5% | +118.2% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling