+26.1%
ROK vs FROG
+182.9%
-156.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +2.7% |
| 7D | -11.5% | +27.1% | -38.6% | -14.7% |
| 30D | -10.0% | +5.8% | -15.8% | -11.3% |
| 3M | -11.4% | +20.8% | -32.3% | -14.7% |
| 6M | -13.7% | +53.3% | -67.0% | -20.4% |
| YTD | +1.0% | +73.2% | -72.2% | -10.3% |
| 1Y | +5.6% | +80.3% | -74.7% | -7.0% |
| 3Y | +59.1% | +318.3% | -259.3% | +13.1% |
| 5Y | +26.1% | +179.9% | -153.8% | -11.8% |
| All | +26.1% | +182.9% | -156.8% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling