+65.3%
RSG vs FROG
+335.2%
-270.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +2.5% | +12.5% | -10.0% | +2.5% |
| 30D | +12.7% | +23.5% | -10.8% | +12.9% |
| 3M | +17.9% | +19.4% | -1.5% | +18.1% |
| 6M | +25.0% | +77.0% | -52.0% | +24.2% |
| YTD | +20.8% | +81.9% | -61.1% | +19.7% |
| 1Y | +24.3% | +90.7% | -66.4% | +22.9% |
| 3Y | +65.3% | +328.5% | -263.3% | +57.0% |
| All | +65.3% | +335.2% | -270.0% | +57.0% |
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 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