+428.7%
RIG vs FROG
+22.5%
+406.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -8.2% | -4.8% | -3.4% | -7.5% |
| 30D | -0.2% | -0.9% | +0.8% | -0.4% |
| 3M | -2.7% | +7.5% | -10.2% | -4.7% |
| 6M | -7.5% | +107.0% | -114.5% | -19.2% |
| YTD | +38.3% | +39.8% | -1.5% | +27.0% |
| 1Y | +81.8% | +74.8% | +7.0% | +59.1% |
| 3Y | -30.2% | +219.3% | -249.5% | -47.9% |
| 5Y | +59.9% | +133.0% | -73.0% | +17.5% |
| All | +428.7% | +22.5% | +406.2% | +304.2% |
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