+94.8%
ROK vs FROG
+45.3%
+49.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +2.5% |
| 7D | -11.0% | +17.0% | -28.0% | -12.9% |
| 30D | -8.2% | +1.3% | -9.5% | -8.9% |
| 3M | -8.5% | +17.5% | -25.9% | -11.0% |
| 6M | -12.0% | +46.8% | -58.7% | -17.1% |
| YTD | +3.1% | +65.8% | -62.7% | -5.8% |
| 1Y | +2.9% | +61.0% | -58.1% | -5.8% |
| 3Y | +60.7% | +296.7% | -236.1% | +26.6% |
| 5Y | +29.5% | +177.8% | -148.4% | -1.2% |
| All | +94.8% | +45.3% | +49.5% | +48.8% |
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 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