+199.5%
RF vs FROG
+55.2%
+144.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | +0.4% | +48.2% | -47.9% | -3.1% |
| 30D | +5.6% | +11.4% | -5.8% | +4.1% |
| 3M | -8.9% | +28.5% | -37.4% | -11.5% |
| 6M | +7.1% | +63.7% | -56.6% | +1.3% |
| YTD | +8.3% | +77.1% | -68.8% | +0.4% |
| 1Y | +16.8% | +79.3% | -62.5% | +8.0% |
| 3Y | +115.0% | +323.8% | -208.7% | +76.3% |
| 5Y | +46.4% | +198.9% | -152.5% | +16.9% |
| All | +199.5% | +55.2% | +144.3% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling