-48.9%
RBLX vs FROG
+136.2%
-185.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +8.1% | -2.2% | +10.3% | +9.0% |
| 30D | +23.9% | +3.0% | +20.9% | +21.3% |
| 3M | +8.1% | +10.3% | -2.2% | +1.7% |
| 6M | -23.7% | +116.7% | -140.4% | -49.0% |
| YTD | -44.6% | +41.9% | -86.5% | -56.4% |
| 1Y | -66.2% | +78.5% | -144.7% | -76.9% |
| 3Y | +54.7% | +224.1% | -169.4% | -40.5% |
| 5Y | -48.9% | +142.4% | -191.3% | -78.8% |
| All | -48.9% | +136.2% | -185.1% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling