+89.0%
ROIV vs FROG
+118.5%
-29.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +35.3% | -29.2% | +2.8% |
| 7D | +5.3% | +7.0% | -1.6% | +3.8% |
| 30D | +11.9% | +2.9% | +9.0% | +10.4% |
| 3M | +10.7% | +21.6% | -10.9% | +8.1% |
| 6M | +34.9% | +87.7% | -52.8% | +28.4% |
| YTD | +79.2% | +61.7% | +17.5% | +69.8% |
| 1Y | +89.0% | +113.7% | -24.7% | +76.9% |
| All | +89.0% | +118.5% | -29.5% | +76.9% |
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 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