+318.3%
FROG vs RUN
-8.5%
+326.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.3% |
| 7D | +27.1% | +18.1% | +9.0% | +25.6% |
| 30D | +5.8% | +27.5% | -21.7% | +3.9% |
| 3M | +20.8% | -4.5% | +25.4% | +20.9% |
| 6M | +53.3% | -33.3% | +86.7% | +56.4% |
| YTD | +73.2% | -47.1% | +120.3% | +77.8% |
| 1Y | +80.3% | -43.1% | +123.4% | +84.3% |
| 3Y | +318.3% | -3.0% | +321.3% | +277.0% |
| All | +318.3% | -8.5% | +326.8% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling