+498.2%
RVMD vs FROG
+59.4%
+438.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.0% |
| 7D | -10.4% | +12.5% | -22.9% | -13.1% |
| 30D | -11.0% | +23.5% | -34.5% | -16.6% |
| 3M | -14.7% | +19.4% | -34.1% | -20.0% |
| 6M | +14.9% | +77.0% | -62.1% | -3.2% |
| YTD | +116.3% | +81.9% | +34.4% | +74.8% |
| 1Y | +167.6% | +90.7% | +76.9% | +112.9% |
| 3Y | +776.8% | +328.5% | +448.3% | +389.1% |
| 5Y | +424.8% | +207.0% | +217.8% | +195.0% |
| All | +498.2% | +59.4% | +438.8% | +264.1% |
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