+54.2%
RGTI vs FROG
+79.2%
-25.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | -17.1% | +1.3% | -18.4% | -18.1% |
| 3M | -26.0% | +11.1% | -37.1% | -30.0% |
| 6M | -9.9% | +108.3% | -118.2% | -38.4% |
| YTD | -31.1% | +39.6% | -70.6% | -45.0% |
| 1Y | -8.5% | +74.7% | -83.3% | -36.5% |
| 3Y | +652.2% | +224.1% | +428.1% | +250.5% |
| 5Y | +56.8% | +138.4% | -81.6% | -30.2% |
| All | +54.2% | +79.2% | -25.0% | -31.5% |
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