-34.4%
RKT vs FROG
+73.1%
-107.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -2.9% |
| 7D | -1.0% | -4.8% | +3.8% | 0.0% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | +1.9% | +7.5% | -5.6% | 0.0% |
| 6M | -13.9% | +107.0% | -120.9% | -25.7% |
| YTD | -30.6% | +39.8% | -70.4% | -36.9% |
| 1Y | -34.4% | +74.8% | -109.2% | -42.8% |
| All | -34.4% | +73.1% | -107.4% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling