+72.5%
RMD vs FROG
+335.2%
-262.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | +2.1% | +12.5% | -10.4% | +1.7% |
| 30D | +2.1% | +23.5% | -21.4% | +1.4% |
| 3M | +6.2% | +19.4% | -13.2% | +5.5% |
| 6M | +19.4% | +77.0% | -57.6% | +16.5% |
| YTD | +0.5% | +81.9% | -81.3% | -2.1% |
| 1Y | -3.9% | +90.7% | -94.6% | -7.0% |
| 3Y | +72.5% | +328.5% | -256.0% | +48.4% |
| All | +72.5% | +335.2% | -262.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling