+116.5%
RSP vs FROG
+22.9%
+93.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | -0.8% | -11.3% | +10.5% | +0.2% |
| 30D | -0.3% | +3.6% | -4.0% | -0.8% |
| 3M | +4.3% | +1.7% | +2.6% | +3.6% |
| 6M | +8.8% | +123.5% | -114.7% | -0.2% |
| YTD | +15.3% | +40.2% | -25.0% | +9.8% |
| 1Y | +18.3% | +81.0% | -62.7% | +9.1% |
| 3Y | +52.8% | +194.8% | -141.9% | +29.6% |
| 5Y | +51.7% | +131.8% | -80.1% | +24.8% |
| All | +116.5% | +22.9% | +93.6% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling