+2.5%
ROP vs FROG
+21.7%
-19.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -5.4% | -5.5% | +0.1% | -5.0% |
| 30D | -1.6% | -3.1% | +1.5% | -1.5% |
| 3M | +18.8% | +1.2% | +17.6% | +18.3% |
| 6M | +8.2% | +113.7% | -105.5% | +0.3% |
| YTD | -10.5% | +38.9% | -49.3% | -14.3% |
| 1Y | -23.7% | +72.0% | -95.7% | -28.8% |
| 3Y | -17.9% | +217.1% | -235.0% | -29.5% |
| 5Y | -15.3% | +130.6% | -145.9% | -28.1% |
| All | +2.5% | +21.7% | -19.2% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling