+153.2%
RIO vs FROG
+22.5%
+130.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.0% | -4.8% | +5.8% | +1.3% |
| 30D | +4.0% | -0.9% | +5.0% | +3.9% |
| 3M | +4.5% | +7.5% | -2.9% | +3.7% |
| 6M | +17.3% | +107.0% | -89.7% | +11.0% |
| YTD | +36.2% | +39.8% | -3.6% | +31.6% |
| 1Y | +76.1% | +74.8% | +1.3% | +66.8% |
| 3Y | +102.5% | +219.3% | -116.7% | +79.6% |
| 5Y | +103.5% | +133.0% | -29.4% | +77.8% |
| All | +153.2% | +22.5% | +130.6% | +123.9% |
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 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