+367.5%
ROIV vs FROG
+299.7%
+67.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.7% |
| 7D | +14.3% | +17.0% | -2.7% | +12.0% |
| 30D | +16.2% | +1.3% | +14.9% | +15.0% |
| 3M | +15.1% | +17.5% | -2.4% | +12.5% |
| 6M | +44.2% | +46.8% | -2.6% | +38.3% |
| YTD | +89.8% | +65.8% | +24.0% | +78.8% |
| 1Y | +94.6% | +61.0% | +33.6% | +83.6% |
| 3Y | +367.5% | +296.7% | +70.8% | +251.7% |
| All | +367.5% | +299.7% | +67.9% | +251.7% |
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