+579.8%
RVMD vs FROG
+133.6%
+446.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.7% | -4.8% | +4.1% | +0.5% |
| 30D | +0.3% | -0.9% | +1.3% | 0.0% |
| 3M | +38.9% | +7.5% | +31.4% | +34.8% |
| 6M | +108.1% | +107.0% | +1.1% | +65.9% |
| YTD | +160.7% | +39.8% | +120.9% | +126.9% |
| 1Y | +407.3% | +74.8% | +332.5% | +305.3% |
| 3Y | +546.6% | +219.3% | +327.3% | +263.0% |
| 5Y | +579.8% | +133.0% | +446.8% | +305.2% |
| All | +579.8% | +133.6% | +446.2% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling