+13.9%
ROK vs FROG
+114.1%
-100.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | +0.7% | -11.3% | +12.0% | +1.0% |
| 30D | -3.3% | +3.6% | -7.0% | -3.3% |
| 3M | -5.9% | +1.7% | -7.5% | -5.9% |
| 6M | +13.9% | +123.5% | -109.7% | +7.6% |
| All | +13.9% | +114.1% | -100.3% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling