+43.7%
RF vs FROG
+76.3%
-32.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.4% | -0.7% |
| 7D | -1.6% | -24.5% | +22.9% | +1.1% |
| 30D | +5.0% | -24.3% | +29.3% | +7.7% |
| 3M | -10.0% | -11.7% | +1.7% | -9.6% |
| 6M | +3.3% | +37.1% | -33.8% | -2.5% |
| YTD | +7.9% | +19.5% | -11.5% | +2.2% |
| 1Y | +21.2% | +61.8% | -40.6% | +8.9% |
| 3Y | +105.8% | +178.1% | -72.3% | +62.4% |
| 5Y | +43.7% | +91.2% | -47.5% | +15.7% |
| All | +43.7% | +76.3% | -32.6% | +15.7% |
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