+162.5%
BHP vs FROG
+22.9%
+139.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -2.9% | -11.3% | +8.4% | -2.0% |
| 30D | +3.4% | +3.6% | -0.3% | +2.9% |
| 3M | +4.1% | +1.7% | +2.4% | +3.5% |
| 6M | +20.6% | +123.5% | -102.9% | +12.1% |
| YTD | +56.1% | +40.2% | +15.8% | +49.7% |
| 1Y | +69.6% | +81.0% | -11.4% | +58.2% |
| 3Y | +78.8% | +194.8% | -115.9% | +55.0% |
| 5Y | +113.1% | +131.8% | -18.8% | +80.5% |
| All | +162.5% | +22.9% | +139.5% | +125.6% |
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