+545.5%
RVMD vs FROG
+202.6%
+342.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.2% | -5.5% | +4.3% | -0.4% |
| 30D | +1.1% | -3.1% | +4.2% | +1.2% |
| 3M | +39.6% | +1.2% | +38.4% | +38.5% |
| 6M | +110.7% | +113.7% | -3.0% | +85.5% |
| YTD | +160.3% | +38.9% | +121.4% | +142.1% |
| 1Y | +404.9% | +72.0% | +332.9% | +350.6% |
| 3Y | +545.5% | +217.1% | +328.3% | +291.2% |
| All | +545.5% | +202.6% | +342.8% | +291.2% |
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