+44.4%
ROST vs FROG
+85.3%
-40.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.2% |
| 7D | +0.3% | +12.5% | -12.2% | +0.8% |
| 30D | +0.5% | +23.5% | -23.1% | +1.8% |
| 3M | -5.2% | +19.4% | -24.6% | -4.0% |
| 6M | +9.8% | +77.0% | -67.2% | +12.3% |
| YTD | +29.4% | +81.9% | -52.5% | +33.0% |
| 1Y | +44.4% | +90.7% | -46.3% | +48.9% |
| All | +44.4% | +85.3% | -40.9% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling