+439.2%
RVMD vs FROG
+83.7%
+355.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | +1.0% | -11.3% | +12.3% | +2.3% |
| 30D | +6.4% | +3.6% | +2.8% | +5.8% |
| 3M | +34.9% | +1.7% | +33.2% | +34.0% |
| 6M | +107.6% | +123.5% | -16.0% | +89.2% |
| YTD | +163.7% | +40.2% | +123.4% | +151.1% |
| 1Y | +439.2% | +81.0% | +358.2% | +411.6% |
| All | +439.2% | +83.7% | +355.5% | +411.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling