+85.4%
FROG vs RUN
-53.7%
+139.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -14.1% | +18.5% | -32.5% | -15.1% |
| 30D | -11.8% | +15.5% | -27.3% | -12.6% |
| 3M | +0.1% | -20.3% | +20.4% | +1.6% |
| 6M | +64.2% | -30.8% | +95.0% | +67.4% |
| YTD | +38.2% | -52.2% | +90.5% | +45.1% |
| 1Y | +85.4% | -53.9% | +139.3% | +96.2% |
| All | +85.4% | -53.7% | +139.1% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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