+39.0%
DVN vs FROG
+83.7%
-44.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -7.3% |
| 7D | -13.9% | -14.1% | +0.1% | -13.8% |
| 30D | -8.0% | -11.8% | +3.7% | -7.9% |
| 3M | +0.8% | +0.1% | +0.7% | +0.9% |
| 6M | -12.8% | +64.2% | -77.0% | -13.2% |
| YTD | +22.7% | +38.2% | -15.5% | +22.2% |
| 1Y | +39.0% | +85.4% | -46.4% | +34.4% |
| All | +39.0% | +83.7% | -44.7% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling