+75.3%
FROG vs RUN
-86.1%
+161.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +12.5% | -13.5% | +26.0% | +14.9% |
| 30D | +23.5% | +18.3% | +5.2% | +19.4% |
| 3M | +19.4% | -12.5% | +31.9% | +20.5% |
| 6M | +77.0% | -40.3% | +117.3% | +88.1% |
| YTD | +81.9% | -53.1% | +135.0% | +95.8% |
| 1Y | +90.7% | -54.3% | +144.9% | +105.5% |
| 3Y | +328.5% | -6.5% | +335.0% | +212.1% |
| 5Y | +207.0% | -85.3% | +292.3% | +208.1% |
| All | +75.3% | -86.1% | +161.4% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling