Note: As is usually the case with Fractional Derivatives, there is also not "the Fractional Derivative". They differ depending on the method of derivation used and the type of Differential Operator.
Calculation Via "Euler Method"
Leonhard Euler came up with a nice method for some Fractional Derivatives (see Euler's Approach). He has sorted the derivatives of the function by order and is trying to find a pattern in it. He then tried to transfer this pattern from integer orders to fractional ones, which I always affectionately call the "Euler method". If we try that with the Natural Logarithm $\ln\left( \cdot \right)$ we probably only get a special case of Faà di Bruno's Formula in most cases.
But it is possible to find a generalized formula for the integrals: The following generalization for $n \in \mathbb{N}$ is not from me. I got it form here from another user. Respect to cyclochaotic for that. He proved it too.
$$
\begin{align*}
\operatorname{I_{z}^{0}}\left[ \ln\left( z \right) \right] &= \ln\left( z \right)\\
\operatorname{I_{z}^{1}}\left[ \ln\left( z \right) \right] &= z \cdot \left( \ln\left( z \right) - 1 \right)\\
\operatorname{I_{z}^{2}}\left[ \ln\left( z \right) \right] &= z^{2} \cdot \left( \frac{1}{2} \cdot \ln\left( z \right) - \frac{3}{4} \right)\\
\operatorname{I_{z}^{3}}\left[ \ln\left( z \right) \right] &= z^{3} \cdot \left( \frac{1}{6} \cdot \ln\left( z \right) - \frac{11}{36} \right)\\
\operatorname{I_{z}^{4}}\left[ \ln\left( z \right) \right] &= z^{4} \cdot \left( \frac{1}{120} \cdot \ln\left( z \right) - \frac{25}{288} \right)\\
\operatorname{I_{z}^{5}}\left[ \ln\left( z \right) \right] &= z^{5} \cdot \left( \frac{1}{2} \cdot \ln\left( z \right) - \frac{137}{7200} \right)\\
&\cdots\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( n! \right)^{2}} \cdot \left( n! \cdot \ln\left( z \right) + \cos\left( n \cdot \pi \right) \cdot S_{n + 1}^{\left( 2 \right)} \right)\\
\end{align*}
$$
where $S_{\cdot}^{\left( \cdot \right)} = s\left( \cdot,\, \cdot \right)$ is a Stirling Number Of The First Kind.
$S_{z}^{\left( 2 \right)}$ is a realy good special case of Stirling Numbers Of The First Kind, for it has a useful relation to the Harmonic Numbers $H_{n}$ given by $S_{n}^{\left( 2 \right)} = \left( -1 \right)^{n} \cdot \left( n - 1 \right)! \cdot H_{n - 1}$, which is so useful because of its relation to the Digamma Function $\psi_{0}\left( \cdot \right)$ given by $H_{n} = \gamma + \psi_{0}\left( n + 1 \right)$ where $\gamma$ si the Euler-Mascheroni Constant. With this we can generalize the term and get: $H_{n - 1} = \gamma + \psi_{0}\left( n \right)$
$$
\begin{align*}
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( n! \right)^{2}} \cdot \left( n! \cdot \ln\left( z \right) + \cos\left( n \cdot \pi \right) \cdot S_{n + 1}^{\left( 2 \right)} \right)\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( n! \right)^{2}} \cdot \left( n! \cdot \ln\left( z \right) + \cos\left( n \cdot \pi \right) \cdot \left( -1 \right)^{n} \cdot \left( n - 1 \right)! \cdot H_{n - 1} \right)\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( n! \right)^{2}} \cdot \left( n! \cdot \ln\left( z \right) + \cos\left( n \cdot \pi \right) \cdot \left( -1 \right)^{n} \cdot \left( n - 1 \right)! \cdot \left( \gamma + \psi_{0}\left( n \right) \right) \right)\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( \Gamma\left( n + 1 \right) \right)^{2}} \cdot \left( \Gamma\left( n + 1 \right) \cdot \ln\left( z \right) + \cos\left( n \cdot \pi \right) \cdot \left( -1 \right)^{n} \cdot \Gamma\left( n \right) \cdot \left( \gamma + \psi_{0}\left( n \right) \right) \right)\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( \Gamma\left( n + 1 \right) \right)^{2}} \cdot \left( \Gamma\left( n + 1 \right) \cdot \ln\left( z \right) + \left( -1 \right)^{n} \cdot \left( -1 \right)^{n} \cdot \Gamma\left( n \right) \cdot \left( \gamma + \psi_{0}\left( n \right) \right) \right)\\
\operatorname{I_{z}^{n}}\left[ \ln\left( z \right) \right] &= \frac{z^{n}}{\left( \Gamma\left( n + 1 \right) \right)^{2}} \cdot \left( \Gamma\left( n + 1 \right) \cdot \ln\left( z \right) + \Gamma\left( n \right) \cdot \left( \gamma + \psi_{0}\left( n \right) \right) \right)\\
\end{align*}
$$
where $\Gamma\left( \cdot \right)$ is the Complete Gamma Function.
But the last of these equations is also defined for non-natural $n$. This allows us to generalize:
$$
\begin{align*}
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \frac{z^{\alpha}}{\left( \Gamma\left( \alpha + 1 \right) \right)^{2}} \cdot \left( \Gamma\left( \alpha + 1 \right) \cdot \ln\left( z \right) + \Gamma\left( \alpha \right) \cdot \left( \gamma + \psi_{0}\left( \alpha \right) \right) \right)\\
\end{align*}
$$
But we shouldn't forget the constants that come with indefinite integration (assuming $\alpha \in \mathbb{R}^{+}$ or $\alpha > 0$):
$$\fbox{$
\begin{align*}
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \frac{z^{\alpha}}{\left( \Gamma\left( \alpha + 1 \right) \right)^{2}} \cdot \left( \Gamma\left( \alpha + 1 \right) \cdot \ln\left( z \right) + \Gamma\left( \alpha \right) \cdot \left( \gamma + \psi_{0}\left( \alpha \right) \right) \right) + \sum\limits_{k = 0}^{\left\lfloor \alpha \right\rfloor}\left[ c_{k} \cdot x^{k - 1} \right]\\
\end{align*}
$}$$
where all $c_{k}$ are some constants and $\left\lfloor \cdot \right\rfloor$ is the Floor Function.
Unfortunately, this function has singularitys at non-positiv integers $\alpha$.
Calculation Via Series Expansion
Another well-known and frequently used method to differentiate a function fractionally is simply to differentiate the series expansion of this function with addends from functions that are easier to differentiate fractionally.
The Natural Logarithm $\ln\left( \cdot \right)$ has a wonderfully simple series expansion (Taylor Series around $z = 1$) given by $\ln\left( 1 + z \right) = \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot z^{k} \right]$ (Mercator Series) aka $\ln\left( z \right) = \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \left( z - 1 \right)^{k} \right]$.
If we now use the property $\operatorname{D_{x}^{\alpha}} = \operatorname{I_{x}^{-\alpha}}$ we'll get:
$$
\begin{align*}
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \operatorname{I_{z}^{\alpha}}\left[ \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \left( z - 1 \right)^{k} \right] \right]\\
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \operatorname{I_{z}^{\alpha}}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \left( z - 1 \right)^{k} \right] \right]\\
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \operatorname{I_{z}^{\alpha}}\left[ \left( z - 1 \right)^{k} \right] \right]\\
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \operatorname{D_{z}^{-\alpha}}\left[ \left( z - 1 \right)^{k} \right] \right]\\
\end{align*}
$$
Via using $\operatorname{D_{x}^{\alpha}}\left[ \left( x - 1 \right)^{m} \right] = \frac{\Gamma\left( m + 1 \right)}{\Gamma\left( m - \alpha + 1 \right)} \cdot \left( x - 1 \right)^{m - \alpha}$ (for $m > 0$) where $\Gamma\left( \cdot \right)$ is the Complete Gamma Function we'll get: You can read a step-by-step derivation of the formula used here.
$$
\begin{align*}
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \operatorname{D_{z}^{-\alpha}}\left[ \left( z - 1 \right)^{k} \right] \right]\\
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + \alpha + 1 \right)} \cdot \left( z - 1 \right)^{k + \alpha} \right]\\
\end{align*}
$$
But we shouldn't forget the constants that come with indefinite integration (assuming $\alpha \in \mathbb{R}^{+}$ or $\alpha > 0$):
$$\fbox{$
\begin{align*}
\operatorname{I_{z}^{\alpha}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + \alpha + 1 \right)} \cdot \left( z - 1 \right)^{k + \alpha} \right] + \sum\limits_{k = 0}^{\left\lfloor \alpha \right\rfloor}\left[ c_{k} \cdot x^{k - 1} \right]\\
\end{align*}
$}$$
where all $c_{k}$ are some constants and $\left\lfloor \cdot \right\rfloor$ is the Floor Function.
But this series expansion converges very very slowly.
This function is defined for $\alpha = -1$. In fact, it gives:
$$
\begin{align*}
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + -1 + 1 \right)} \cdot \left( z - 1 \right)^{k + -1} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k \right)} \cdot \left( z - 1 \right)^{k - 1} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \frac{\left( -1 \right)^{k + 1}}{k} \cdot k \cdot \left( z - 1 \right)^{k - 1} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \left( -1 \right)^{k + 1} \cdot \left( z - 1 \right)^{k - 1} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 1}^{\infty}\left[ \left( -1 \right)^{k - 1} \cdot \left( z - 1 \right)^{k - 1} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \sum\limits_{k = 0}^{\infty}\left[ \left( -1 \right)^{n} \cdot \left( z - 1 \right)^{n} \right]\\
\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] &= \frac{1}{z}\\
\end{align*}
$$
Wolfram|Alpha gives the same Series Expansion. So:
$$\fbox{$\operatorname{I_{z}^{-1}}\left[ \ln\left( z \right) \right] = \frac{1}{z}$}$$