-28.2%
RKT vs FROG
+55.2%
-83.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -5.3% |
| 7D | -7.5% | +48.2% | -55.7% | -16.0% |
| 30D | +26.6% | +11.4% | +15.2% | +21.3% |
| 3M | -2.4% | +28.5% | -31.0% | -10.2% |
| 6M | -7.4% | +63.7% | -71.1% | -20.4% |
| YTD | -29.2% | +77.1% | -106.3% | -41.9% |
| 1Y | -23.5% | +79.3% | -102.9% | -37.5% |
| 3Y | +73.9% | +323.8% | -249.8% | +2.5% |
| 5Y | -6.6% | +198.9% | -205.5% | -44.7% |
| All | -28.2% | +55.2% | -83.4% | -54.2% |
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