+1.7%
RKT vs FROG
+160.8%
-159.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +35.3% | -33.7% | -6.4% |
| 7D | +17.7% | +7.0% | +10.7% | +14.0% |
| 30D | +31.6% | +2.9% | +28.8% | +28.1% |
| 3M | +13.9% | +21.6% | -7.7% | +5.4% |
| 6M | +2.8% | +87.7% | -84.9% | -16.5% |
| YTD | -22.2% | +61.7% | -83.9% | -36.0% |
| 1Y | -3.5% | +113.7% | -117.2% | -27.4% |
| 3Y | +95.3% | +267.7% | -172.5% | +8.1% |
| All | +1.7% | +160.8% | -159.1% | -43.3% |
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