+180.6%
RCL vs FROG
+206.6%
-26.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | -5.1% | -11.3% | +6.2% | -3.8% |
| 30D | -19.0% | +3.6% | -22.7% | -19.6% |
| 3M | -9.6% | +1.7% | -11.2% | -10.4% |
| 6M | -6.7% | +123.5% | -130.2% | -18.6% |
| YTD | -3.9% | +40.2% | -44.2% | -11.0% |
| 1Y | -25.1% | +81.0% | -106.1% | -34.5% |
| All | +180.6% | +206.6% | -26.0% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling