+252.1%
ROIV vs FROG
+6.0%
+246.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -13.6% | +9.4% | -2.0% |
| 7D | -2.4% | -24.5% | +22.1% | +1.9% |
| 30D | +3.1% | -24.3% | +27.3% | +7.3% |
| 3M | +5.8% | -11.7% | +17.6% | +7.0% |
| 6M | +29.3% | +37.1% | -7.8% | +20.0% |
| YTD | +68.8% | +19.5% | +49.3% | +57.8% |
| 1Y | +81.0% | +61.8% | +19.2% | +58.3% |
| 3Y | +294.6% | +178.1% | +116.5% | +184.0% |
| 5Y | +373.1% | +91.2% | +281.9% | +218.1% |
| All | +252.1% | +6.0% | +246.1% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling