+16.9%
ROL vs FROG
+53.7%
-36.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | 0.0% |
| 7D | +0.8% | +26.8% | -26.1% | +0.1% |
| 30D | +20.6% | +10.6% | +10.0% | +20.2% |
| 3M | +4.5% | +27.2% | -22.7% | +3.5% |
| 6M | -26.5% | +58.7% | -85.2% | -28.1% |
| YTD | -34.8% | +75.3% | -110.2% | -36.8% |
| 1Y | -33.2% | +71.1% | -104.3% | -35.2% |
| 3Y | +4.5% | +319.6% | -315.1% | -7.3% |
| 5Y | +15.5% | +195.7% | -180.1% | +2.9% |
| All | +16.9% | +53.7% | -36.7% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling