+38.3%
RMD vs FROG
+22.9%
+15.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | -0.1% |
| 7D | -5.0% | -11.3% | +6.3% | -4.1% |
| 30D | +2.2% | +3.6% | -1.4% | +1.7% |
| 3M | +17.8% | +1.7% | +16.2% | +17.2% |
| 6M | -11.3% | +123.5% | -134.9% | -18.4% |
| YTD | -4.4% | +40.2% | -44.7% | -8.7% |
| 1Y | -15.7% | +81.0% | -96.7% | -22.2% |
| 3Y | +47.7% | +194.8% | -147.0% | +24.6% |
| 5Y | -19.2% | +131.8% | -151.0% | -34.4% |
| All | +38.3% | +22.9% | +15.4% | +12.7% |
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