+503.1%
RMBS vs FROG
+55.2%
+447.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +21.9% | +48.2% | -26.3% | +9.8% |
| 30D | -13.4% | +11.4% | -24.8% | -16.4% |
| 3M | -15.9% | +28.5% | -44.4% | -22.0% |
| 6M | -34.8% | +63.7% | -98.5% | -43.4% |
| YTD | -7.5% | +77.1% | -84.6% | -23.7% |
| 1Y | -16.9% | +79.3% | -96.2% | -31.7% |
| 3Y | +35.5% | +323.8% | -288.2% | -14.6% |
| 5Y | +254.2% | +198.9% | +55.3% | +121.0% |
| All | +503.1% | +55.2% | +447.9% | +288.9% |
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