+577.1%
DVN vs FROG
+24.4%
+552.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +2.5% | -2.2% | +4.7% | +2.7% |
| 30D | +10.2% | +3.0% | +7.2% | +9.7% |
| 3M | +8.1% | +10.3% | -2.2% | +6.6% |
| 6M | +15.9% | +116.7% | -100.8% | +6.6% |
| YTD | +38.2% | +41.9% | -3.7% | +31.5% |
| 1Y | +44.5% | +78.5% | -34.0% | +33.2% |
| 3Y | +5.1% | +224.1% | -219.0% | -11.6% |
| 5Y | +124.3% | +142.4% | -18.1% | +87.0% |
| All | +577.1% | +24.4% | +552.7% | +458.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling