+90.1%
RF vs FROG
+129.7%
-39.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.3% |
| 7D | +1.3% | -11.3% | +12.6% | +2.6% |
| 30D | -3.6% | +3.6% | -7.3% | -4.3% |
| 3M | +8.1% | +1.7% | +6.4% | +7.1% |
| 6M | +11.5% | +123.5% | -112.1% | -0.9% |
| YTD | +15.6% | +40.2% | -24.7% | +8.2% |
| 1Y | +15.7% | +81.0% | -65.3% | +3.3% |
| 3Y | +86.9% | +194.8% | -107.9% | +47.3% |
| All | +90.1% | +129.7% | -39.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling