-20.1%
RMD vs FROG
+73.6%
-93.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -4.5% | -5.5% | +1.0% | -4.6% |
| 30D | +4.6% | -3.1% | +7.7% | +4.6% |
| 3M | +14.8% | +1.2% | +13.5% | +15.3% |
| 6M | -12.1% | +113.7% | -125.7% | -10.2% |
| YTD | -7.5% | +38.9% | -46.3% | -5.3% |
| 1Y | -20.1% | +72.0% | -92.0% | -19.0% |
| All | -20.1% | +73.6% | -93.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling