+240.5%
RCL vs FROG
+323.8%
-83.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.0% |
| 7D | -0.2% | +48.2% | -48.4% | -4.4% |
| 30D | +14.4% | +11.4% | +3.0% | +12.4% |
| 3M | +5.2% | +28.5% | -23.4% | +1.4% |
| 6M | +26.1% | +63.7% | -37.6% | +17.1% |
| YTD | +17.4% | +77.1% | -59.7% | +5.7% |
| 1Y | +24.7% | +79.3% | -54.7% | +11.8% |
| All | +240.5% | +323.8% | -83.2% | +136.7% |
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 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