+78.5%
FROG vs RRX
+9.8%
+68.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +1.7% |
| 7D | -2.2% | -3.7% | +1.6% | -1.9% |
| 30D | +3.0% | -9.3% | +12.3% | +3.7% |
| 3M | +10.3% | -21.8% | +32.1% | +11.8% |
| 6M | +116.7% | -22.0% | +138.7% | +117.3% |
| YTD | +41.9% | +11.9% | +30.0% | +37.6% |
| 1Y | +78.5% | +11.6% | +66.9% | +72.8% |
| All | +78.5% | +9.8% | +68.7% | +72.8% |
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