+134.2%
RBRK vs FROG
+126.6%
+7.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.8% |
| 7D | -7.5% | -0.5% | -7.0% | -7.3% |
| 30D | -10.4% | +1.3% | -11.7% | -10.5% |
| 3M | +21.3% | +11.1% | +10.2% | +15.4% |
| 6M | +50.6% | +108.3% | -57.7% | +6.5% |
| YTD | +13.3% | +39.6% | -26.3% | -6.0% |
| 1Y | +11.2% | +74.7% | -63.5% | -16.9% |
| All | +134.2% | +126.6% | +7.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling