+112.0%
ROST vs FROG
+125.4%
-13.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.2% | -5.5% | +5.7% | +0.7% |
| 30D | -10.0% | -3.1% | -6.9% | -9.9% |
| 3M | +1.2% | +1.2% | 0.0% | +0.4% |
| 6M | +8.9% | +113.7% | -104.7% | -0.9% |
| YTD | +28.1% | +38.9% | -10.8% | +21.3% |
| 1Y | +53.0% | +72.0% | -19.0% | +39.8% |
| 3Y | +97.9% | +217.1% | -119.3% | +55.9% |
| 5Y | +112.0% | +130.6% | -18.6% | +65.3% |
| All | +112.0% | +125.4% | -13.4% | +65.3% |
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