+33.9%
FROG vs RVTY
+7.8%
+26.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.1% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.1% | +10.8% | -13.9% | -6.6% |
| 3M | +1.2% | +26.8% | -25.5% | -7.9% |
| 6M | +113.7% | +39.3% | +74.3% | +86.9% |
| YTD | +38.9% | +31.6% | +7.2% | +23.6% |
| 1Y | +72.0% | +47.7% | +24.3% | +46.0% |
| 3Y | +217.1% | +19.9% | +197.2% | +174.9% |
| 5Y | +130.6% | -32.3% | +163.0% | +152.0% |
| All | +33.9% | +7.8% | +26.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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