-84.1%
RIVN vs FROG
+131.6%
-215.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +0.9% | -2.2% | +3.0% | +1.7% |
| 30D | -1.9% | +3.0% | -4.9% | -3.7% |
| 3M | +8.7% | +10.3% | -1.6% | +3.7% |
| 6M | -3.0% | +116.7% | -119.7% | -31.5% |
| YTD | -18.6% | +41.9% | -60.5% | -33.6% |
| 1Y | +15.4% | +78.5% | -63.1% | -17.4% |
| 3Y | -30.5% | +224.1% | -254.7% | -71.1% |
| All | -84.1% | +131.6% | -215.6% | -92.8% |
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 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