+82.9%
ROKU vs FROG
+224.1%
-141.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -2.6% | -2.2% | -0.5% | -2.1% |
| 30D | +2.1% | +3.0% | -0.8% | +0.6% |
| 3M | +31.8% | +10.3% | +21.5% | +26.0% |
| 6M | +53.3% | +116.7% | -63.4% | +16.5% |
| YTD | +42.1% | +41.9% | +0.1% | +20.9% |
| 1Y | +62.3% | +78.5% | -16.2% | +24.2% |
| All | +82.9% | +224.1% | -141.2% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling