+42.8%
RMD vs FROG
+51.8%
-9.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.3% |
| 7D | +1.2% | +27.1% | -25.9% | -1.0% |
| 30D | +2.5% | +5.8% | -3.3% | +1.6% |
| 3M | +11.5% | +20.8% | -9.3% | +9.2% |
| 6M | +14.7% | +53.3% | -38.7% | +9.6% |
| YTD | -1.3% | +73.2% | -74.5% | -7.7% |
| 1Y | -5.3% | +80.3% | -85.6% | -11.9% |
| 3Y | +68.8% | +318.3% | -249.6% | +37.3% |
| 5Y | -5.9% | +179.9% | -185.8% | -25.0% |
| All | +42.8% | +51.8% | -9.0% | +13.9% |
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 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