-84.1%
RIVN vs FROG
+128.1%
-212.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +2.5% | -4.8% | +7.3% | +4.4% |
| 30D | -2.3% | -0.9% | -1.4% | -2.7% |
| 3M | +1.7% | +7.5% | -5.7% | -2.0% |
| 6M | +0.9% | +107.0% | -106.2% | -27.5% |
| YTD | -18.8% | +39.8% | -58.6% | -33.4% |
| 1Y | +14.8% | +74.8% | -60.0% | -17.1% |
| 3Y | -30.7% | +219.3% | -250.0% | -71.0% |
| All | -84.1% | +128.1% | -212.2% | -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 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