+603.9%
RIOT vs FROG
+22.3%
+581.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +3.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +5.7% | +1.3% | +4.3% | +3.7% |
| 3M | -17.9% | +11.1% | -29.0% | -23.4% |
| 6M | +45.0% | +108.3% | -63.3% | -1.6% |
| YTD | +69.5% | +39.6% | +29.9% | +33.1% |
| 1Y | +37.2% | +74.7% | -37.6% | -6.0% |
| 3Y | +111.7% | +224.1% | -112.4% | -8.6% |
| 5Y | -27.5% | +138.4% | -165.9% | -67.1% |
| All | +603.9% | +22.3% | +581.6% | +223.7% |
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