+53.4%
ROKU vs FROG
+83.7%
-30.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +4.8% | -14.1% | +18.9% | +6.0% |
| 30D | +6.1% | -11.8% | +17.9% | +7.0% |
| 3M | +10.5% | +0.1% | +10.3% | +9.7% |
| 6M | +29.2% | +64.2% | -35.0% | +20.8% |
| YTD | +50.0% | +38.2% | +11.8% | +38.0% |
| 1Y | +53.4% | +85.4% | -32.0% | +41.3% |
| All | +53.4% | +83.7% | -30.3% | +41.3% |
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 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