+336.8%
ROIV vs FROG
+335.2%
+1.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +1.7% | +12.5% | -10.8% | +0.5% |
| 30D | +17.6% | +23.5% | -6.0% | +14.5% |
| 3M | +9.0% | +19.4% | -10.4% | +6.2% |
| 6M | +35.3% | +77.0% | -41.7% | +27.8% |
| YTD | +82.2% | +81.9% | +0.3% | +70.2% |
| 1Y | +92.3% | +90.7% | +1.6% | +78.8% |
| 3Y | +336.8% | +328.5% | +8.3% | +231.6% |
| All | +336.8% | +335.2% | +1.5% | +231.6% |
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