+119.2%
RSP vs FROG
+45.3%
+73.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.3% |
| 7D | +0.7% | +17.0% | -16.3% | -0.9% |
| 30D | +3.7% | +1.3% | +2.4% | +3.0% |
| 3M | +0.7% | +17.5% | -16.8% | -1.5% |
| 6M | +9.0% | +46.8% | -37.7% | +4.1% |
| YTD | +16.7% | +65.8% | -49.1% | +8.9% |
| 1Y | +19.0% | +61.0% | -42.0% | +11.2% |
| 3Y | +64.7% | +296.7% | -232.0% | +35.2% |
| 5Y | +49.6% | +177.8% | -128.2% | +20.6% |
| All | +119.2% | +45.3% | +73.9% | +79.3% |
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