+302.4%
ROIV vs FROG
+55.6%
+246.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.7% |
| 7D | +9.5% | +26.8% | -17.4% | +4.5% |
| 30D | +21.0% | +10.6% | +10.4% | +17.7% |
| 3M | +18.7% | +27.2% | -8.5% | +12.4% |
| 6M | +44.5% | +58.7% | -14.2% | +30.9% |
| YTD | +92.9% | +75.3% | +17.5% | +68.3% |
| 1Y | +100.2% | +71.1% | +29.2% | +75.1% |
| 3Y | +375.0% | +319.6% | +55.4% | +217.0% |
| 5Y | +435.2% | +195.7% | +239.5% | +235.1% |
| All | +302.4% | +55.6% | +246.8% | +152.9% |
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 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