+290.7%
RCL vs FROG
+21.7%
+269.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.5% | -5.5% | +5.1% | +0.6% |
| 30D | -17.3% | -3.1% | -14.2% | -17.2% |
| 3M | -2.8% | +1.2% | -4.0% | -4.2% |
| 6M | -4.4% | +113.7% | -118.1% | -20.9% |
| YTD | -4.2% | +38.9% | -43.0% | -14.5% |
| 1Y | -23.4% | +72.0% | -95.3% | -35.8% |
| 3Y | +179.4% | +217.1% | -37.7% | +87.7% |
| 5Y | +238.8% | +130.6% | +108.1% | +118.0% |
| All | +290.7% | +21.7% | +269.0% | +146.1% |
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 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