+405.0%
RCL vs FROG
+45.3%
+359.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +1.6% |
| 7D | +8.5% | +17.0% | -8.5% | +4.5% |
| 30D | +20.4% | +1.3% | +19.1% | +18.4% |
| 3M | +11.0% | +17.5% | -6.5% | +5.5% |
| 6M | +24.9% | +46.8% | -21.9% | +12.1% |
| YTD | +23.9% | +65.8% | -41.9% | +5.1% |
| 1Y | +30.8% | +61.0% | -30.2% | +11.5% |
| 3Y | +270.4% | +296.7% | -26.3% | +134.9% |
| 5Y | +296.1% | +177.8% | +118.3% | +142.9% |
| All | +405.0% | +45.3% | +359.7% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling