+69.0%
FROG vs RUN
-85.3%
+154.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.6% | +5.1% |
| 7D | +26.8% | +3.2% | +23.7% | +25.7% |
| 30D | +10.6% | +19.5% | -8.9% | +6.8% |
| 3M | +27.2% | -9.6% | +36.8% | +27.8% |
| 6M | +58.7% | -37.3% | +96.0% | +67.4% |
| YTD | +75.3% | -50.7% | +126.0% | +87.5% |
| 1Y | +71.1% | -54.1% | +125.2% | +84.4% |
| 3Y | +319.6% | -3.9% | +323.5% | +205.2% |
| 5Y | +195.7% | -84.4% | +280.0% | +194.0% |
| All | +69.0% | -85.3% | +154.4% | +64.5% |
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