+90.7%
FROG vs RRX
+29.3%
+61.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | +12.5% | +4.3% | +8.2% | +11.6% |
| 30D | +23.5% | +12.3% | +11.2% | +21.9% |
| 3M | +19.4% | +3.7% | +15.7% | +18.5% |
| 6M | +77.0% | -13.9% | +90.9% | +76.6% |
| YTD | +81.9% | +26.5% | +55.4% | +75.9% |
| 1Y | +90.7% | +29.3% | +61.4% | +83.3% |
| All | +90.7% | +29.3% | +61.3% | +83.3% |
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