+244.0%
RTX vs FROG
+41.7%
+202.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.6% | -2.4% |
| 7D | -5.1% | +7.0% | -12.1% | -5.5% |
| 30D | +5.1% | +2.9% | +2.3% | +4.8% |
| 3M | -14.8% | +21.6% | -36.4% | -15.8% |
| 6M | +8.0% | +87.7% | -79.6% | +4.6% |
| YTD | +4.5% | +61.7% | -57.2% | +1.4% |
| 1Y | +9.8% | +113.7% | -103.8% | +4.8% |
| 3Y | +144.2% | +267.7% | -123.5% | +122.3% |
| 5Y | +131.4% | +158.8% | -27.4% | +108.6% |
| All | +244.0% | +41.7% | +202.3% | +219.7% |
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 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