+99.6%
RIO vs FROG
+125.4%
-25.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.9% | -5.5% | +7.4% | +2.4% |
| 30D | +5.0% | -3.1% | +8.1% | +5.0% |
| 3M | +5.1% | +1.2% | +3.9% | +4.6% |
| 6M | +17.6% | +113.7% | -96.0% | +9.6% |
| YTD | +36.3% | +38.9% | -2.6% | +30.8% |
| 1Y | +71.2% | +72.0% | -0.8% | +60.3% |
| 3Y | +102.7% | +217.1% | -114.4% | +72.9% |
| 5Y | +99.6% | +130.6% | -31.0% | +69.5% |
| All | +99.6% | +125.4% | -25.8% | +69.5% |
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