+6.0%
ROP vs FROG
+71.1%
-65.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +0.6% |
| 7D | -2.9% | +26.8% | -29.8% | -3.1% |
| 30D | +30.1% | +10.6% | +19.5% | +30.4% |
| 3M | +19.9% | +27.2% | -7.3% | +19.1% |
| 6M | +46.0% | +58.7% | -12.7% | +43.3% |
| YTD | +8.4% | +75.3% | -67.0% | +5.6% |
| All | +6.0% | +71.1% | -65.2% | +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