+109.0%
ROK vs FROG
+22.5%
+86.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.2% | -4.8% | +5.0% | +0.7% |
| 30D | -1.8% | -0.9% | -0.9% | -1.9% |
| 3M | -7.2% | +7.5% | -14.6% | -8.5% |
| 6M | +14.2% | +107.0% | -92.9% | +3.1% |
| YTD | +10.6% | +39.8% | -29.2% | +3.7% |
| 1Y | +25.9% | +74.8% | -48.9% | +14.1% |
| 3Y | +50.8% | +219.3% | -168.5% | +22.5% |
| 5Y | +47.0% | +133.0% | -85.9% | +15.2% |
| All | +109.0% | +22.5% | +86.5% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling