+18.9%
RF vs FROG
+72.4%
-53.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.2% |
| 7D | -1.3% | +26.8% | -28.2% | -1.1% |
| 30D | +4.6% | +10.6% | -6.0% | +4.8% |
| 3M | -8.4% | +27.2% | -35.6% | -8.2% |
| 6M | +8.9% | +58.7% | -49.8% | +9.4% |
| YTD | +8.8% | +75.3% | -66.5% | +8.3% |
| 1Y | +18.9% | +71.1% | -52.2% | +18.9% |
| All | +18.9% | +72.4% | -53.5% | +18.9% |
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