+235.9%
ROIV vs FROG
+24.5%
+211.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.1% |
| 7D | +0.6% | -11.3% | +11.9% | +2.5% |
| 30D | +1.0% | +3.6% | -2.7% | +0.1% |
| 3M | +18.3% | +1.7% | +16.6% | +17.1% |
| 6M | +18.3% | +123.5% | -105.2% | +1.4% |
| YTD | +61.0% | +40.2% | +20.7% | +47.6% |
| 1Y | +177.9% | +81.0% | +96.9% | +140.1% |
| 3Y | +199.1% | +194.8% | +4.3% | +116.0% |
| 5Y | +250.7% | +131.8% | +118.9% | +130.6% |
| All | +235.9% | +24.5% | +211.4% | +121.8% |
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