+152.8%
RTX vs FROG
+206.6%
-53.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.6% |
| 7D | -5.2% | -11.3% | +6.1% | -4.8% |
| 30D | -9.4% | +3.6% | -13.0% | -9.5% |
| 3M | +12.3% | +1.7% | +10.6% | +12.1% |
| 6M | -3.1% | +123.5% | -126.7% | -5.8% |
| YTD | +10.7% | +40.2% | -29.6% | +9.3% |
| 1Y | +28.4% | +81.0% | -52.6% | +24.8% |
| All | +152.8% | +206.6% | -53.8% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling