+22.5%
ROP vs FROG
+51.8%
-29.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.2% | -1.5% |
| 7D | -1.6% | +27.1% | -28.8% | -3.8% |
| 30D | +29.5% | +5.8% | +23.7% | +28.4% |
| 3M | +17.5% | +20.8% | -3.3% | +14.9% |
| 6M | +38.1% | +53.3% | -15.3% | +31.8% |
| YTD | +7.0% | +73.2% | -66.2% | 0.0% |
| 1Y | +6.5% | +80.3% | -73.8% | -1.0% |
| 3Y | -5.5% | +318.3% | -323.8% | -21.1% |
| 5Y | -0.4% | +179.9% | -180.3% | -17.3% |
| All | +22.5% | +51.8% | -29.3% | +7.2% |
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