+55.9%
RBLX vs FROG
+219.3%
-163.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | +8.0% | -4.8% | +12.8% | +9.0% |
| 30D | +20.2% | -0.9% | +21.1% | +20.0% |
| 3M | +3.5% | +7.5% | -3.9% | +1.4% |
| 6M | -28.9% | +107.0% | -136.0% | -40.1% |
| YTD | -45.1% | +39.8% | -84.9% | -50.4% |
| 1Y | -66.2% | +74.8% | -141.0% | -71.2% |
| All | +55.9% | +219.3% | -163.3% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling