+12.9%
ROST vs FROG
+58.7%
-45.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +1.3% |
| 7D | -1.8% | +26.8% | -28.7% | -0.1% |
| 30D | +6.8% | +10.6% | -3.8% | +7.5% |
| 3M | -4.0% | +27.2% | -31.2% | -1.6% |
| 6M | +12.9% | +58.7% | -45.8% | +16.5% |
| All | +12.9% | +58.7% | -45.8% | +16.5% |
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