+55.6%
RGTI vs FROG
+140.9%
-85.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | -0.1% | -2.2% | +2.0% | +0.8% |
| 30D | -16.2% | +3.0% | -19.2% | -17.9% |
| 3M | -22.0% | +10.3% | -32.4% | -26.5% |
| 6M | -10.8% | +116.7% | -127.5% | -42.1% |
| YTD | -31.6% | +41.9% | -73.5% | -47.0% |
| 1Y | -6.4% | +78.5% | -84.9% | -38.0% |
| 3Y | +665.7% | +224.1% | +441.5% | +221.5% |
| All | +55.6% | +140.9% | -85.2% | -35.9% |
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 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