-28.2%
RBLX vs FROG
+136.7%
-164.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.9% |
| 7D | +1.2% | +12.5% | -11.3% | -3.2% |
| 30D | +5.0% | +23.5% | -18.5% | -5.8% |
| 3M | +31.5% | +19.4% | +12.1% | +18.6% |
| 6M | +18.9% | +77.0% | -58.1% | -10.1% |
| YTD | -38.4% | +81.9% | -120.3% | -56.7% |
| 1Y | -50.7% | +90.7% | -141.4% | -66.4% |
| 3Y | +28.8% | +328.5% | -299.7% | -52.8% |
| 5Y | -53.6% | +207.0% | -260.6% | -82.3% |
| All | -28.2% | +136.7% | -164.9% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling