+267.7%
FROG vs RVTY
+78.0%
+189.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.8% | +32.5% | +34.5% |
| 7D | +7.0% | -1.2% | +8.2% | +7.8% |
| 30D | +2.9% | +1.0% | +1.9% | +3.2% |
| 3M | +21.6% | +35.8% | -14.2% | +13.7% |
| 6M | +87.7% | +56.7% | +31.0% | +68.5% |
| YTD | +61.7% | +60.7% | +1.0% | +43.8% |
| 1Y | +113.7% | +73.7% | +40.0% | +86.9% |
| 3Y | +267.7% | +82.8% | +185.0% | +202.7% |
| All | +267.7% | +78.0% | +189.8% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling