-26.3%
RKT vs FROG
+22.9%
-49.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | +2.1% | -11.3% | +13.4% | +4.9% |
| 30D | +1.4% | +3.6% | -2.2% | +0.3% |
| 3M | +6.3% | +1.7% | +4.6% | +4.8% |
| 6M | -15.5% | +123.5% | -139.0% | -31.8% |
| YTD | -27.4% | +40.2% | -67.6% | -35.7% |
| 1Y | -26.6% | +81.0% | -107.6% | -39.6% |
| 3Y | +41.2% | +194.8% | -153.5% | -6.7% |
| 5Y | -6.4% | +131.8% | -138.2% | -40.2% |
| All | -26.3% | +22.9% | -49.3% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling