+400.8%
RCL vs FROG
+51.8%
+349.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +1.8% |
| 7D | +5.0% | +27.1% | -22.2% | -0.4% |
| 30D | +19.4% | +5.8% | +13.6% | +16.6% |
| 3M | +5.9% | +20.8% | -14.9% | +0.2% |
| 6M | +23.8% | +53.3% | -29.5% | +10.3% |
| YTD | +22.8% | +73.2% | -50.4% | +3.5% |
| 1Y | +34.3% | +80.3% | -46.0% | +11.7% |
| 3Y | +276.4% | +318.3% | -41.9% | +136.4% |
| 5Y | +281.6% | +179.9% | +101.7% | +132.8% |
| All | +400.8% | +51.8% | +349.0% | +198.0% |
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