+36.7%
DVN vs FROG
+207.6%
-170.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.5% |
| 7D | +10.4% | +12.5% | -2.1% | +9.2% |
| 30D | -6.7% | +23.5% | -30.2% | -8.9% |
| 3M | +5.6% | +19.4% | -13.8% | +3.1% |
| 6M | +0.7% | +77.0% | -76.3% | -6.1% |
| YTD | +29.6% | +81.9% | -52.3% | +18.9% |
| 1Y | +36.3% | +90.7% | -54.3% | +24.1% |
| 3Y | +13.2% | +328.5% | -315.4% | -11.7% |
| All | +36.7% | +207.6% | -170.9% | +12.4% |
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 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