+71.1%
FROG vs RUN
-50.6%
+121.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.6% | +5.3% |
| 7D | +26.8% | +3.2% | +23.7% | +26.2% |
| 30D | +10.6% | +19.5% | -8.9% | +7.6% |
| 3M | +27.2% | -9.6% | +36.8% | +28.9% |
| 6M | +58.7% | -37.3% | +96.0% | +67.5% |
| YTD | +75.3% | -50.7% | +126.0% | +90.3% |
| 1Y | +71.1% | -54.1% | +125.2% | +86.3% |
| All | +71.1% | -50.6% | +121.7% | +86.3% |
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