+57.3%
RMBS vs FROG
+202.6%
-145.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +3.0% | -5.5% | +8.5% | +4.4% |
| 30D | -14.4% | -3.1% | -11.3% | -14.0% |
| 3M | -42.8% | +1.2% | -44.1% | -43.6% |
| 6M | -1.4% | +113.7% | -115.1% | -21.5% |
| YTD | -5.4% | +38.9% | -44.3% | -16.8% |
| 1Y | +18.6% | +72.0% | -53.4% | -3.8% |
| 3Y | +57.3% | +217.1% | -159.8% | +1.5% |
| All | +57.3% | +202.6% | -145.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling