-34.1%
ROL vs FROG
+72.8%
-106.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | -1.7% | +48.2% | -49.9% | +1.0% |
| 30D | +18.5% | +11.4% | +7.1% | +19.9% |
| 3M | +4.3% | +28.5% | -24.2% | +6.4% |
| 6M | -27.7% | +63.7% | -91.5% | -25.5% |
| YTD | -35.8% | +77.1% | -112.9% | -33.6% |
| 1Y | -34.1% | +79.3% | -113.4% | -31.6% |
| All | -34.1% | +72.8% | -106.9% | -31.6% |
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 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