+208.6%
FROG vs RUN
-38.9%
+247.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -11.3% | +1.3% | -12.5% | -11.4% |
| 30D | +3.6% | -15.3% | +18.9% | +5.0% |
| 3M | +1.7% | -40.0% | +41.7% | +5.5% |
| 6M | +123.5% | -27.0% | +150.5% | +128.0% |
| YTD | +40.2% | -51.7% | +91.9% | +46.2% |
| 1Y | +81.0% | -45.9% | +126.9% | +85.3% |
| All | +208.6% | -38.9% | +247.5% | +161.9% |
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 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