+148.5%
RSG vs FROG
+24.4%
+124.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.8% |
| 30D | +2.8% | +3.0% | -0.2% | +2.7% |
| 3M | +4.3% | +10.3% | -6.0% | +4.0% |
| 6M | -0.5% | +116.7% | -117.2% | -2.5% |
| YTD | +5.2% | +41.9% | -36.7% | +4.0% |
| 1Y | -2.1% | +78.5% | -80.7% | -3.9% |
| 3Y | +56.5% | +224.1% | -167.6% | +50.1% |
| 5Y | +89.5% | +142.4% | -52.9% | +79.2% |
| All | +148.5% | +24.4% | +124.1% | +136.4% |
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 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