+36.4%
ROP vs FROG
+88.4%
-52.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +35.3% | -38.3% | -2.4% |
| 7D | +2.1% | +7.0% | -4.8% | +3.1% |
| 30D | +32.9% | +2.9% | +30.0% | +34.2% |
| 3M | +20.0% | +21.6% | -1.6% | +20.2% |
| 6M | +36.4% | +87.7% | -51.2% | +31.0% |
| All | +36.4% | +88.4% | -52.0% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling