+34.8%
FROG vs RRC
+483.1%
-448.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -0.9% | +3.6% | -4.5% | -1.4% |
| 3M | +7.5% | +8.8% | -1.4% | +6.0% |
| 6M | +107.0% | +0.8% | +106.2% | +106.0% |
| YTD | +39.8% | +19.0% | +20.8% | +35.8% |
| 1Y | +74.8% | +22.9% | +51.9% | +68.9% |
| 3Y | +219.3% | +32.3% | +187.0% | +204.1% |
| 5Y | +133.0% | +151.6% | -18.6% | +108.1% |
| All | +34.8% | +483.1% | -448.3% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling