+386.2%
RCL vs FROG
+41.7%
+344.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +35.3% | -34.0% | -4.7% |
| 7D | +6.5% | +7.0% | -0.5% | +4.0% |
| 30D | +15.9% | +2.9% | +13.0% | +13.6% |
| 3M | +2.7% | +21.6% | -18.9% | -3.1% |
| 6M | +15.2% | +87.7% | -72.4% | -2.5% |
| YTD | +19.2% | +61.7% | -42.4% | +1.7% |
| 1Y | +31.6% | +113.7% | -82.1% | +3.8% |
| 3Y | +274.2% | +267.7% | +6.5% | +141.6% |
| 5Y | +250.1% | +158.8% | +91.3% | +116.3% |
| All | +386.2% | +41.7% | +344.5% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling