+522.1%
RMBS vs FROG
+22.5%
+499.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.5% | -4.8% | +8.3% | +4.6% |
| 30D | -8.6% | -0.9% | -7.7% | -8.7% |
| 3M | -40.3% | +7.5% | -47.8% | -41.8% |
| 6M | -1.0% | +107.0% | -108.0% | -19.0% |
| YTD | -4.6% | +39.8% | -44.4% | -15.8% |
| 1Y | +17.6% | +74.8% | -57.2% | -3.0% |
| 3Y | +58.6% | +219.3% | -160.6% | +7.8% |
| 5Y | +270.9% | +133.0% | +137.9% | +147.8% |
| All | +522.1% | +22.5% | +499.6% | +329.5% |
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