+72.0%
FROG vs RVTY
+48.7%
+23.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.1% | +10.8% | -13.9% | -5.8% |
| 3M | +1.2% | +26.8% | -25.5% | -6.6% |
| 6M | +113.7% | +39.3% | +74.3% | +89.0% |
| YTD | +38.9% | +31.6% | +7.2% | +25.6% |
| 1Y | +72.0% | +47.7% | +24.3% | +52.4% |
| All | +72.0% | +48.7% | +23.3% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling