+5.7%
ROL vs FROG
+21.7%
-16.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.4% | -5.5% | +2.1% | -3.2% |
| 30D | -6.9% | -3.1% | -3.8% | -6.9% |
| 3M | -24.6% | +1.2% | -25.8% | -24.8% |
| 6M | -39.5% | +113.7% | -153.2% | -41.9% |
| YTD | -41.1% | +38.9% | -80.0% | -42.4% |
| 1Y | -37.9% | +72.0% | -109.9% | -40.3% |
| 3Y | +0.8% | +217.1% | -216.3% | -9.6% |
| 5Y | -4.7% | +130.6% | -135.3% | -14.5% |
| All | +5.7% | +21.7% | -16.0% | -1.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling