+274.2%
RCL vs FROG
+274.0%
+0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +35.3% | -34.0% | -2.0% |
| 7D | +6.5% | +7.0% | -0.5% | +5.3% |
| 30D | +15.9% | +2.9% | +13.0% | +14.8% |
| 3M | +2.7% | +21.6% | -18.9% | -0.5% |
| 6M | +15.2% | +87.7% | -72.4% | +4.2% |
| YTD | +19.2% | +61.7% | -42.4% | +8.4% |
| 1Y | +31.6% | +113.7% | -82.1% | +12.8% |
| 3Y | +274.2% | +267.7% | +6.5% | +169.7% |
| All | +274.2% | +274.0% | +0.2% | +169.7% |
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