+133.0%
FROG vs RRX
+16.5%
+116.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.4% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -0.9% | -8.0% | +7.0% | +1.2% |
| 3M | +7.5% | -25.1% | +32.5% | +14.6% |
| 6M | +107.0% | -18.3% | +125.3% | +112.6% |
| YTD | +39.8% | +14.2% | +25.6% | +26.6% |
| 1Y | +74.8% | +13.0% | +61.8% | +58.0% |
| 3Y | +219.3% | +4.2% | +215.1% | +189.1% |
| 5Y | +133.0% | +17.9% | +115.1% | +97.7% |
| All | +133.0% | +16.5% | +116.4% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling