+11.1%
RDW vs FROG
+83.7%
-72.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.0% |
| 7D | -14.3% | -14.1% | -0.3% | -9.0% |
| 30D | -26.0% | -11.8% | -14.2% | -22.3% |
| 3M | -27.4% | +0.1% | -27.5% | -28.4% |
| 6M | -10.6% | +64.2% | -74.9% | -27.6% |
| YTD | +1.6% | +38.2% | -36.7% | -18.1% |
| 1Y | +11.1% | +85.4% | -74.3% | -19.3% |
| All | +11.1% | +83.7% | -72.6% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling