-65.8%
RBLX vs FROG
+74.0%
-139.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.7% |
| 7D | +5.1% | -0.5% | +5.5% | +5.1% |
| 30D | +28.0% | +1.3% | +26.7% | +27.2% |
| 3M | +4.6% | +11.1% | -6.5% | +2.2% |
| 6M | -24.7% | +108.3% | -133.0% | -36.7% |
| YTD | -43.8% | +39.6% | -83.4% | -49.6% |
| 1Y | -65.8% | +74.7% | -140.5% | -71.1% |
| All | -65.8% | +74.0% | -139.8% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling