+106.3%
RIO vs FROG
+45.3%
+61.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.9% |
| 7D | +3.6% | +17.0% | -13.4% | +2.3% |
| 30D | -10.8% | +1.3% | -12.1% | -11.2% |
| 3M | -15.2% | +17.5% | -32.7% | -16.5% |
| 6M | -18.0% | +46.8% | -64.8% | -20.7% |
| YTD | +11.0% | +65.8% | -54.8% | +5.6% |
| 1Y | +26.4% | +61.0% | -34.6% | +20.4% |
| 3Y | +54.4% | +296.7% | -242.4% | +34.6% |
| 5Y | +98.1% | +177.8% | -79.8% | +70.7% |
| All | +106.3% | +45.3% | +61.0% | +79.8% |
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