+46.4%
ROK vs FROG
+125.4%
-79.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.8% | -5.5% | +8.3% | +3.6% |
| 30D | -2.4% | -3.1% | +0.7% | -2.3% |
| 3M | -4.7% | +1.2% | -5.9% | -5.7% |
| 6M | +16.8% | +113.7% | -96.9% | +2.1% |
| YTD | +11.4% | +38.9% | -27.5% | +2.9% |
| 1Y | +26.2% | +72.0% | -45.8% | +11.6% |
| 3Y | +51.9% | +217.1% | -165.3% | +14.1% |
| 5Y | +46.4% | +130.6% | -84.2% | +7.3% |
| All | +46.4% | +125.4% | -79.0% | +7.3% |
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