+197.4%
RF vs FROG
+41.7%
+155.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -3.0% |
| 7D | -0.9% | +7.0% | -7.9% | -1.9% |
| 30D | +6.0% | +2.9% | +3.1% | +5.2% |
| 3M | -8.9% | +21.6% | -30.5% | -11.2% |
| 6M | +2.3% | +87.7% | -85.3% | -4.8% |
| YTD | +7.6% | +61.7% | -54.1% | +0.4% |
| 1Y | +21.2% | +113.7% | -92.5% | +9.1% |
| 3Y | +108.5% | +267.7% | -159.2% | +73.0% |
| 5Y | +43.2% | +158.8% | -115.6% | +15.2% |
| All | +197.4% | +41.7% | +155.7% | +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