+34.8%
FROG vs RUN
-85.8%
+120.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.2% | +1.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -0.9% | -10.8% | +9.9% | +0.7% |
| 3M | +7.5% | -30.2% | +37.6% | +12.9% |
| 6M | +107.0% | -22.3% | +129.3% | +112.7% |
| YTD | +39.8% | -52.2% | +92.0% | +51.6% |
| 1Y | +74.8% | -45.1% | +119.9% | +82.1% |
| 3Y | +219.3% | -37.1% | +256.4% | +157.8% |
| 5Y | +133.0% | -80.3% | +213.3% | +120.7% |
| All | +34.8% | -85.8% | +120.6% | +33.0% |
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