+4.6%
ROL vs FROG
+206.6%
-202.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.4% |
| 7D | -1.4% | -11.3% | +9.9% | -1.6% |
| 30D | -4.1% | +3.6% | -7.7% | -4.0% |
| 3M | -22.5% | +1.7% | -24.2% | -22.4% |
| 6M | -37.7% | +123.5% | -161.2% | -37.4% |
| YTD | -39.6% | +40.2% | -79.8% | -39.3% |
| 1Y | -36.0% | +81.0% | -117.0% | -35.8% |
| All | +4.6% | +206.6% | -202.1% | +1.1% |
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