-29.4%
ROL vs FROG
+88.4%
-117.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +35.3% | -37.4% | +0.5% |
| 7D | +9.5% | +7.0% | +2.5% | +10.4% |
| 30D | +22.9% | +2.9% | +20.1% | +23.8% |
| 3M | +3.5% | +21.6% | -18.1% | +5.3% |
| 6M | -29.4% | +87.7% | -117.0% | -26.8% |
| All | -29.4% | +88.4% | -117.8% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling