+155.1%
ROST vs FROG
+22.9%
+132.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +0.9% | -11.3% | +12.2% | +1.8% |
| 30D | -8.9% | +3.6% | -12.5% | -9.3% |
| 3M | -0.8% | +1.7% | -2.5% | -1.5% |
| 6M | +8.5% | +123.5% | -115.0% | +0.2% |
| YTD | +28.6% | +40.2% | -11.7% | +23.0% |
| 1Y | +52.3% | +81.0% | -28.7% | +41.1% |
| 3Y | +94.8% | +194.8% | -99.9% | +65.5% |
| 5Y | +110.8% | +131.8% | -21.0% | +72.0% |
| All | +155.1% | +22.9% | +132.2% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling