+45.5%
RMD vs FROG
+59.4%
-13.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | +2.1% | +12.5% | -10.4% | +1.2% |
| 30D | +2.1% | +23.5% | -21.4% | 0.0% |
| 3M | +6.2% | +19.4% | -13.2% | +4.2% |
| 6M | +19.4% | +77.0% | -57.6% | +12.7% |
| YTD | +0.5% | +81.9% | -81.3% | -6.3% |
| 1Y | -3.9% | +90.7% | -94.6% | -11.1% |
| 3Y | +72.5% | +328.5% | -256.0% | +40.3% |
| 5Y | -1.5% | +207.0% | -208.5% | -22.0% |
| All | +45.5% | +59.4% | -13.9% | +15.6% |
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