+2.9%
ROK vs FROG
+70.9%
-68.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +2.2% |
| 7D | -11.0% | +17.0% | -28.0% | -11.8% |
| 30D | -8.2% | +1.3% | -9.5% | -8.5% |
| 3M | -8.5% | +17.5% | -25.9% | -9.3% |
| 6M | -12.0% | +46.8% | -58.7% | -14.0% |
| YTD | +3.1% | +65.8% | -62.7% | -1.8% |
| 1Y | +2.9% | +61.0% | -58.1% | -1.6% |
| All | +2.9% | +70.9% | -68.1% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling