+337.3%
ROIV vs FROG
+274.0%
+63.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +35.3% | -29.2% | +2.9% |
| 7D | +5.3% | +7.0% | -1.6% | +4.0% |
| 30D | +11.9% | +2.9% | +9.0% | +10.7% |
| 3M | +10.7% | +21.6% | -10.9% | +8.0% |
| 6M | +34.9% | +87.7% | -52.8% | +27.0% |
| YTD | +79.2% | +61.7% | +17.5% | +69.2% |
| 1Y | +89.0% | +113.7% | -24.7% | +74.1% |
| 3Y | +337.3% | +267.7% | +69.6% | +239.1% |
| All | +337.3% | +274.0% | +63.3% | +239.1% |
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