+256.3%
RTX vs FROG
+51.8%
+204.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.6% | +3.3% |
| 7D | -3.2% | +27.1% | -30.3% | -4.1% |
| 30D | +5.6% | +5.8% | -0.3% | +5.2% |
| 3M | -11.7% | +20.8% | -32.5% | -12.6% |
| 6M | +12.3% | +53.3% | -41.0% | +9.9% |
| YTD | +8.2% | +73.2% | -65.0% | +4.8% |
| 1Y | +12.6% | +80.3% | -67.7% | +8.7% |
| 3Y | +152.8% | +318.3% | -165.5% | +128.9% |
| 5Y | +140.2% | +179.9% | -39.7% | +116.0% |
| All | +256.3% | +51.8% | +204.5% | +230.3% |
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