+4.4%
RDW vs FROG
+38.4%
-34.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +4.8% | -2.2% | +7.0% | +5.7% |
| 30D | -19.5% | +3.0% | -22.5% | -21.3% |
| 3M | -26.9% | +10.3% | -37.2% | -30.5% |
| 6M | +17.8% | +116.7% | -98.9% | -16.0% |
| YTD | +43.0% | +41.9% | +1.1% | +16.7% |
| 1Y | +32.1% | +78.5% | -46.4% | -3.0% |
| 3Y | +250.6% | +224.1% | +26.5% | +92.9% |
| 5Y | -6.6% | +142.4% | -149.0% | -50.3% |
| All | +4.4% | +38.4% | -34.0% | -41.1% |
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