+230.8%
RDW vs FROG
+218.8%
+12.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | +0.9% | -0.5% | +1.3% | +1.0% |
| 30D | -21.3% | +1.3% | -22.6% | -22.6% |
| 3M | -37.9% | +11.1% | -48.9% | -41.3% |
| 6M | +12.3% | +108.3% | -96.1% | -21.0% |
| YTD | +39.7% | +39.6% | +0.2% | +12.6% |
| 1Y | +25.7% | +74.7% | -49.1% | -9.9% |
| 3Y | +230.8% | +224.1% | +6.8% | +107.4% |
| All | +230.8% | +218.8% | +12.1% | +107.4% |
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