+23.5%
ROP vs FROG
+41.7%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +35.3% | -38.3% | -5.4% |
| 7D | +2.1% | +7.0% | -4.8% | +1.2% |
| 30D | +32.9% | +2.9% | +30.0% | +31.9% |
| 3M | +20.0% | +21.6% | -1.6% | +17.2% |
| 6M | +36.4% | +87.7% | -51.2% | +27.6% |
| YTD | +7.8% | +61.7% | -53.8% | +1.3% |
| 1Y | +8.0% | +113.7% | -105.7% | -1.6% |
| 3Y | -3.5% | +267.7% | -271.2% | -18.6% |
| 5Y | +1.5% | +158.8% | -157.3% | -15.3% |
| All | +23.5% | +41.7% | -18.2% | +8.7% |
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