+85.4%
FROG vs RPRX
+85.8%
-0.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -1.7% |
| 7D | -14.1% | +4.2% | -18.3% | -12.4% |
| 30D | -11.8% | +19.2% | -31.0% | -4.7% |
| 3M | +0.1% | +18.0% | -17.9% | +8.6% |
| 6M | +64.2% | +35.7% | +28.5% | +89.6% |
| YTD | +38.2% | +77.2% | -39.0% | +108.0% |
| 1Y | +85.4% | +82.0% | +3.4% | +200.8% |
| All | +85.4% | +85.8% | -0.4% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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