+441.7%
RIG vs FROG
+22.9%
+418.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.3% |
| 7D | +0.9% | -11.3% | +12.1% | +2.6% |
| 30D | +13.8% | +3.6% | +10.2% | +12.7% |
| 3M | -6.4% | +1.7% | -8.1% | -7.5% |
| 6M | -8.2% | +123.5% | -131.7% | -20.9% |
| YTD | +41.6% | +40.2% | +1.4% | +30.0% |
| 1Y | +88.7% | +81.0% | +7.7% | +64.0% |
| 3Y | -30.9% | +194.8% | -225.6% | -47.6% |
| 5Y | +57.7% | +131.8% | -74.1% | +15.9% |
| All | +441.7% | +22.9% | +418.8% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling