-79.5%
RAM vs FROG
-5.2%
-74.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -13.6% | -18.9% | -21.9% |
| 7D | -49.5% | -24.5% | -25.0% | -36.5% |
| 30D | -63.2% | -24.3% | -39.0% | -53.9% |
| 3M | -58.5% | -11.7% | -46.8% | -53.4% |
| All | -79.5% | -5.2% | -74.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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 · Available span rolling