+267.7%
FROG vs RRC
+36.3%
+231.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.9% | +38.3% | +35.8% |
| 7D | +7.0% | -10.8% | +17.8% | +9.2% |
| 30D | +2.9% | +22.3% | -19.4% | -1.6% |
| 3M | +21.6% | +26.6% | -5.0% | +15.2% |
| 6M | +87.7% | +18.9% | +68.7% | +79.8% |
| YTD | +61.7% | +39.2% | +22.5% | +47.3% |
| 1Y | +113.7% | +34.0% | +79.7% | +96.7% |
| 3Y | +267.7% | +42.0% | +225.7% | +238.6% |
| All | +267.7% | +36.3% | +231.5% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling