-17.4%
RMBS vs FROG
+83.7%
-101.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.6% |
| 7D | -8.9% | -14.1% | +5.1% | -6.9% |
| 30D | -24.8% | -11.8% | -13.1% | -23.5% |
| 3M | -17.6% | +0.1% | -17.7% | -17.5% |
| 6M | -25.7% | +64.2% | -89.9% | -29.6% |
| YTD | -9.8% | +38.2% | -48.0% | -15.0% |
| 1Y | -17.4% | +85.4% | -102.8% | -26.1% |
| All | -17.4% | +83.7% | -101.1% | -26.1% |
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 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