+474.4%
RIOT vs FROG
+59.4%
+415.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -2.9% |
| 7D | +4.8% | +12.5% | -7.7% | -0.4% |
| 30D | +16.0% | +23.5% | -7.5% | +4.5% |
| 3M | -8.8% | +19.4% | -28.2% | -17.9% |
| 6M | -29.7% | +77.0% | -106.7% | -48.0% |
| YTD | +38.3% | +81.9% | -43.6% | -5.1% |
| 1Y | +26.2% | +90.7% | -64.4% | -15.4% |
| 3Y | +79.0% | +328.5% | -249.6% | -32.8% |
| 5Y | -60.4% | +207.0% | -267.4% | -84.2% |
| All | +474.4% | +59.4% | +415.0% | +130.8% |
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 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