+130.6%
FROG vs RNG
-70.8%
+201.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.3% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -3.1% | +11.4% | -14.5% | -6.3% |
| 3M | +1.2% | +72.1% | -70.9% | -16.1% |
| 6M | +113.7% | +67.9% | +45.7% | +78.0% |
| YTD | +38.9% | +144.3% | -105.5% | -3.4% |
| 1Y | +72.0% | +117.5% | -45.5% | +24.5% |
| 3Y | +217.1% | +123.9% | +93.2% | +111.4% |
| 5Y | +130.6% | -70.1% | +200.7% | +188.1% |
| All | +130.6% | -70.8% | +201.4% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling