+94.5%
ROST vs FROG
+279.9%
-185.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -2.1% |
| 7D | +1.2% | +7.0% | -5.8% | +1.2% |
| 30D | +2.5% | +2.9% | -0.4% | +2.5% |
| 3M | -9.0% | +21.6% | -30.6% | -9.4% |
| 6M | +1.3% | +87.7% | -86.3% | -1.2% |
| YTD | +29.1% | +61.7% | -32.6% | +26.5% |
| 1Y | +45.4% | +113.7% | -68.2% | +39.4% |
| All | +94.5% | +279.9% | -185.4% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling