+13.6%
ROL vs FROG
+160.8%
-147.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | -2.5% |
| 7D | +9.5% | +7.0% | +2.5% | +9.4% |
| 30D | +22.9% | +2.9% | +20.1% | +22.9% |
| 3M | +3.5% | +21.6% | -18.1% | +3.0% |
| 6M | -29.4% | +87.7% | -117.0% | -30.9% |
| YTD | -36.1% | +61.7% | -97.7% | -37.3% |
| 1Y | -34.4% | +113.7% | -148.0% | -36.7% |
| 3Y | +4.0% | +267.7% | -263.7% | -5.9% |
| All | +13.6% | +160.8% | -147.2% | +4.8% |
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 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