+119.3%
RSP vs FROG
+51.8%
+67.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.9% | +1.7% |
| 7D | +0.4% | +27.1% | -26.7% | -1.9% |
| 30D | +3.7% | +5.8% | -2.1% | +2.7% |
| 3M | +0.8% | +20.8% | -20.1% | -1.6% |
| 6M | +9.1% | +53.3% | -44.3% | +3.8% |
| YTD | +16.7% | +73.2% | -56.5% | +8.5% |
| 1Y | +19.7% | +80.3% | -60.6% | +10.6% |
| 3Y | +66.7% | +318.3% | -251.6% | +36.2% |
| 5Y | +48.7% | +179.9% | -131.2% | +19.6% |
| All | +119.3% | +51.8% | +67.5% | +78.7% |
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 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