+629.2%
RVMD vs FROG
+22.9%
+606.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | +1.0% | -11.3% | +12.3% | +3.8% |
| 30D | +6.4% | +3.6% | +2.8% | +4.9% |
| 3M | +34.9% | +1.7% | +33.2% | +32.9% |
| 6M | +107.6% | +123.5% | -16.0% | +64.6% |
| YTD | +163.7% | +40.2% | +123.4% | +131.0% |
| 1Y | +439.2% | +81.0% | +358.2% | +333.6% |
| 3Y | +499.2% | +194.8% | +304.5% | +275.9% |
| 5Y | +621.7% | +131.8% | +489.9% | +340.7% |
| All | +629.2% | +22.9% | +606.3% | +381.2% |
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 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