+5.5%
ROP vs FROG
+22.9%
-17.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.2% | -3.3% |
| 7D | -4.4% | -11.3% | +6.8% | -3.5% |
| 30D | +3.2% | +3.6% | -0.4% | +2.8% |
| 3M | +23.1% | +1.7% | +21.4% | +22.4% |
| 6M | +13.3% | +123.5% | -110.2% | +4.6% |
| YTD | -7.9% | +40.2% | -48.1% | -11.8% |
| 1Y | -22.1% | +81.0% | -103.0% | -27.6% |
| 3Y | -16.8% | +194.8% | -211.6% | -28.1% |
| 5Y | -13.5% | +131.8% | -145.3% | -26.7% |
| All | +5.5% | +22.9% | -17.4% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling