-27.7%
RKT vs FROG
+21.7%
-49.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +6.0% | -5.5% | +11.5% | +7.4% |
| 30D | +0.7% | -3.1% | +3.8% | +1.1% |
| 3M | +11.8% | +1.2% | +10.6% | +10.3% |
| 6M | -7.6% | +113.7% | -121.3% | -24.6% |
| YTD | -28.7% | +38.9% | -67.5% | -36.7% |
| 1Y | -32.6% | +72.0% | -104.5% | -43.8% |
| 3Y | +42.1% | +217.1% | -175.0% | -8.4% |
| 5Y | -7.2% | +130.6% | -137.8% | -40.6% |
| All | -27.7% | +21.7% | -49.3% | -50.1% |
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