-33.1%
ROL vs FROG
+78.6%
-111.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +2.5% |
| 7D | +7.5% | +27.1% | -19.6% | +9.5% |
| 30D | +21.1% | +5.8% | +15.3% | +22.2% |
| 3M | +3.1% | +20.8% | -17.7% | +4.9% |
| 6M | -27.4% | +53.3% | -80.8% | -25.4% |
| YTD | -34.7% | +73.2% | -107.9% | -32.6% |
| All | -33.1% | +78.6% | -111.7% | -30.8% |
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