+75.3%
FROG vs RRX
+98.9%
-23.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.3% |
| 7D | +12.5% | +4.3% | +8.2% | +11.2% |
| 30D | +23.5% | +12.3% | +11.2% | +20.4% |
| 3M | +19.4% | +3.7% | +15.7% | +18.4% |
| 6M | +77.0% | -13.9% | +90.9% | +81.1% |
| YTD | +81.9% | +26.5% | +55.4% | +62.9% |
| 1Y | +90.7% | +29.3% | +61.4% | +69.5% |
| 3Y | +328.5% | +65.6% | +263.0% | +239.5% |
| 5Y | +207.0% | +10.6% | +196.4% | +159.5% |
| All | +75.3% | +98.9% | -23.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling