-37.7%
RBLX vs FROG
+82.5%
-120.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.7% | +5.6% |
| 7D | +12.4% | -11.3% | +23.7% | +17.5% |
| 30D | +19.7% | +3.6% | +16.0% | +17.0% |
| 3M | -0.1% | +1.7% | -1.8% | -2.8% |
| 6M | -35.7% | +123.5% | -159.3% | -57.0% |
| YTD | -46.6% | +40.2% | -86.8% | -57.4% |
| 1Y | -66.6% | +81.0% | -147.6% | -77.0% |
| 3Y | +52.3% | +194.8% | -142.5% | -32.6% |
| 5Y | -47.7% | +131.8% | -179.5% | -77.1% |
| All | -37.7% | +82.5% | -120.2% | -70.9% |
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