+91.8%
XRT vs FROG
+41.7%
+50.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -6.3% |
| 7D | +0.9% | +7.0% | -6.1% | -0.9% |
| 30D | +7.9% | +2.9% | +5.1% | +6.3% |
| 3M | -0.2% | +21.6% | -21.8% | -4.7% |
| 6M | +5.6% | +87.7% | -82.1% | -7.3% |
| YTD | +5.7% | +61.7% | -56.0% | -6.5% |
| 1Y | +14.6% | +113.7% | -99.1% | -4.7% |
| 3Y | +50.7% | +267.7% | -217.1% | +6.0% |
| 5Y | -4.8% | +158.8% | -163.6% | -34.0% |
| All | +91.8% | +41.7% | +50.1% | +38.2% |
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