+114.4%
RSP vs FROG
+41.7%
+72.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -3.2% |
| 7D | -1.0% | +7.0% | -8.0% | -2.0% |
| 30D | +2.6% | +2.9% | -0.3% | +1.8% |
| 3M | -0.8% | +21.6% | -22.4% | -3.3% |
| 6M | +6.3% | +87.7% | -81.4% | -1.1% |
| YTD | +14.1% | +61.7% | -47.5% | +6.7% |
| 1Y | +18.0% | +113.7% | -95.7% | +6.6% |
| 3Y | +61.0% | +267.7% | -206.7% | +33.1% |
| 5Y | +45.6% | +158.8% | -113.2% | +17.8% |
| All | +114.4% | +41.7% | +72.7% | +75.7% |
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