+120.5%
DVN vs FROG
+133.6%
-13.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.1% | -4.8% | +4.7% | +0.4% |
| 30D | +8.0% | -0.9% | +8.9% | +7.8% |
| 3M | +11.9% | +7.5% | +4.5% | +10.4% |
| 6M | +10.6% | +107.0% | -96.4% | +0.9% |
| YTD | +35.4% | +39.8% | -4.4% | +28.0% |
| 1Y | +46.5% | +74.8% | -28.3% | +33.4% |
| 3Y | +3.0% | +219.3% | -216.3% | -17.1% |
| 5Y | +120.5% | +133.0% | -12.5% | +80.7% |
| All | +120.5% | +133.6% | -13.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling