+506.5%
RMBS vs FROG
+22.9%
+483.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.1% |
| 7D | -0.3% | -11.3% | +10.9% | +2.4% |
| 30D | -12.2% | +3.6% | -15.8% | -13.2% |
| 3M | -49.5% | +1.7% | -51.2% | -50.1% |
| 6M | -7.1% | +123.5% | -130.7% | -25.5% |
| YTD | -7.0% | +40.2% | -47.2% | -17.9% |
| 1Y | +13.3% | +81.0% | -67.6% | -7.4% |
| 3Y | +49.2% | +194.8% | -145.5% | +3.2% |
| 5Y | +250.0% | +131.8% | +118.2% | +133.8% |
| All | +506.5% | +22.9% | +483.6% | +318.5% |
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 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