+149.8%
ROST vs FROG
+24.4%
+125.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | -10.3% | +3.0% | -13.2% | -10.6% |
| 3M | -2.6% | +10.3% | -12.9% | -3.8% |
| 6M | +6.5% | +116.7% | -110.2% | -1.3% |
| YTD | +25.9% | +41.9% | -16.0% | +20.3% |
| 1Y | +52.3% | +78.5% | -26.2% | +41.4% |
| 3Y | +94.6% | +224.1% | -129.6% | +63.4% |
| 5Y | +111.1% | +142.4% | -31.3% | +72.2% |
| All | +149.8% | +24.4% | +125.4% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling