+74.8%
FROG vs RPRX
+72.7%
+2.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.8% | -4.0% | -0.8% | -5.9% |
| 30D | -0.9% | +4.9% | -5.9% | +1.0% |
| 3M | +7.5% | +9.4% | -1.9% | +11.0% |
| 6M | +107.0% | +33.3% | +73.7% | +130.2% |
| YTD | +39.8% | +59.0% | -19.2% | +79.4% |
| 1Y | +74.8% | +69.2% | +5.6% | +116.9% |
| All | +74.8% | +72.7% | +2.1% | +116.9% |
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