+63.9%
RBRK vs FROG
+83.7%
-19.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.3% |
| 7D | -12.5% | -14.1% | +1.6% | -6.0% |
| 30D | -3.0% | -11.8% | +8.8% | +2.7% |
| 3M | +46.9% | +0.1% | +46.8% | +47.6% |
| 6M | +105.4% | +64.2% | +41.2% | +66.6% |
| YTD | +55.6% | +38.2% | +17.4% | +30.8% |
| 1Y | +63.9% | +85.4% | -21.5% | +30.4% |
| All | +63.9% | +83.7% | -19.8% | +30.4% |
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 · 6 months rolling