+5.9%
ROP vs FROG
+78.6%
-72.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.2% | -1.1% |
| 7D | -1.6% | +27.1% | -28.8% | -1.8% |
| 30D | +29.5% | +5.8% | +23.7% | +30.2% |
| 3M | +17.5% | +20.8% | -3.3% | +17.1% |
| 6M | +38.1% | +53.3% | -15.3% | +35.9% |
| YTD | +7.0% | +73.2% | -66.2% | +4.1% |
| All | +5.9% | +78.6% | -72.7% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling