+152.0%
RIO vs FROG
+22.9%
+129.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | 0.0% | -11.3% | +11.3% | +0.7% |
| 30D | +4.0% | +3.6% | +0.3% | +3.6% |
| 3M | +0.1% | +1.7% | -1.5% | -0.3% |
| 6M | +12.7% | +123.5% | -110.8% | +6.1% |
| YTD | +35.6% | +40.2% | -4.7% | +31.0% |
| 1Y | +73.7% | +81.0% | -7.3% | +64.0% |
| 3Y | +93.3% | +194.8% | -101.4% | +72.3% |
| 5Y | +92.4% | +131.8% | -39.4% | +68.1% |
| All | +152.0% | +22.9% | +129.1% | +122.9% |
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