+81.0%
FROG vs RPRX
+77.4%
+3.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.3% | +5.1% | -16.4% | -9.7% |
| 30D | +3.6% | +11.2% | -7.6% | +7.7% |
| 3M | +1.7% | +16.7% | -15.0% | +7.5% |
| 6M | +123.5% | +36.0% | +87.5% | +147.3% |
| YTD | +40.2% | +67.8% | -27.6% | +84.4% |
| 1Y | +81.0% | +76.7% | +4.3% | +132.8% |
| All | +81.0% | +77.4% | +3.6% | +132.8% |
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