+196.2%
RDDT vs FROG
+89.6%
+106.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +3.3% | -5.5% | +8.8% | +4.7% |
| 30D | -7.6% | -3.1% | -4.5% | -7.3% |
| 3M | -12.7% | +1.2% | -13.9% | -13.6% |
| 6M | +7.2% | +113.7% | -106.5% | -13.0% |
| YTD | -35.0% | +38.9% | -73.9% | -42.2% |
| 1Y | -35.0% | +72.0% | -107.0% | -45.8% |
| All | +196.2% | +89.6% | +106.6% | +95.3% |
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 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