+317.2%
FROG vs RPRX
+174.8%
+142.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +48.2% | +2.1% | +46.1% | +47.8% |
| 30D | +11.4% | +21.9% | -10.5% | +7.9% |
| 3M | +28.5% | +16.9% | +11.6% | +25.4% |
| 6M | +63.7% | +34.5% | +29.2% | +53.9% |
| YTD | +77.1% | +80.9% | -3.9% | +54.6% |
| 1Y | +79.3% | +77.6% | +1.8% | +57.2% |
| All | +317.2% | +174.8% | +142.4% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling