+185.3%
RSG vs FROG
+59.4%
+125.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +2.5% | +12.5% | -10.0% | +2.4% |
| 30D | +12.7% | +23.5% | -10.8% | +12.5% |
| 3M | +17.9% | +19.4% | -1.5% | +17.7% |
| 6M | +25.0% | +77.0% | -52.0% | +23.6% |
| YTD | +20.8% | +81.9% | -61.1% | +19.1% |
| 1Y | +24.3% | +90.7% | -66.4% | +22.3% |
| 3Y | +65.3% | +328.5% | -263.3% | +58.1% |
| 5Y | +99.1% | +207.0% | -108.0% | +87.7% |
| All | +185.3% | +59.4% | +125.9% | +170.6% |
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