-11.8%
ROP vs FROG
+129.7%
-141.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.2% | -3.3% |
| 7D | -4.4% | -11.3% | +6.8% | -3.4% |
| 30D | +3.2% | +3.6% | -0.4% | +2.7% |
| 3M | +23.1% | +1.7% | +21.4% | +22.3% |
| 6M | +13.3% | +123.5% | -110.2% | +3.7% |
| YTD | -7.9% | +40.2% | -48.1% | -12.2% |
| 1Y | -22.1% | +81.0% | -103.0% | -28.2% |
| 3Y | -16.8% | +194.8% | -211.6% | -29.8% |
| All | -11.8% | +129.7% | -141.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling