+265.3%
RTX vs FROG
+53.7%
+211.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.3% |
| 7D | +1.4% | +26.8% | -25.4% | +0.5% |
| 30D | +7.8% | +10.6% | -2.8% | +7.2% |
| 3M | -9.8% | +27.2% | -37.0% | -10.9% |
| 6M | +13.5% | +58.7% | -45.1% | +10.9% |
| YTD | +10.9% | +75.3% | -64.4% | +7.4% |
| 1Y | +14.0% | +71.1% | -57.1% | +10.4% |
| 3Y | +159.9% | +319.6% | -159.7% | +135.3% |
| 5Y | +151.7% | +195.7% | -44.0% | +126.0% |
| All | +265.3% | +53.7% | +211.7% | +238.5% |
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