+85.4%
FROG vs RRX
+30.0%
+55.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.1% |
| 7D | -14.1% | +7.6% | -21.7% | -14.5% |
| 30D | -11.8% | +7.5% | -19.3% | -12.2% |
| 3M | +0.1% | -21.0% | +21.2% | +0.9% |
| 6M | +64.2% | -18.1% | +82.3% | +63.8% |
| YTD | +38.2% | +24.3% | +14.0% | +39.9% |
| 1Y | +85.4% | +29.3% | +56.1% | +87.8% |
| All | +85.4% | +30.0% | +55.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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