+81.0%
FROG vs RRC
+23.4%
+57.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -11.3% | +1.3% | -12.6% | -11.3% |
| 30D | +3.6% | +10.1% | -6.5% | +2.9% |
| 3M | +1.7% | +4.0% | -2.3% | +1.4% |
| 6M | +123.5% | +1.6% | +121.9% | +121.7% |
| YTD | +40.2% | +19.7% | +20.5% | +33.9% |
| 1Y | +81.0% | +21.4% | +59.6% | +80.9% |
| All | +81.0% | +23.4% | +57.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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