+16.0%
ROL vs FROG
+207.6%
-191.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +2.5% |
| 7D | +3.0% | +12.5% | -9.5% | +2.8% |
| 30D | +19.8% | +23.5% | -3.8% | +19.5% |
| 3M | +7.9% | +19.4% | -11.5% | +7.6% |
| 6M | -25.6% | +77.0% | -102.7% | -26.9% |
| YTD | -34.1% | +81.9% | -116.0% | -35.5% |
| 1Y | -31.4% | +90.7% | -122.1% | -33.0% |
| 3Y | +4.7% | +328.5% | -323.8% | -5.8% |
| All | +16.0% | +207.6% | -191.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling