+550.5%
DVN vs FROG
+22.9%
+527.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.2% |
| 7D | +1.5% | -11.3% | +12.8% | +2.5% |
| 30D | +14.2% | +3.6% | +10.5% | +13.6% |
| 3M | +5.2% | +1.7% | +3.6% | +4.5% |
| 6M | +11.9% | +123.5% | -111.7% | +2.6% |
| YTD | +32.8% | +40.2% | -7.4% | +26.5% |
| 1Y | +38.6% | +81.0% | -42.4% | +27.5% |
| 3Y | +0.5% | +194.8% | -194.2% | -14.7% |
| 5Y | +111.0% | +131.8% | -20.8% | +76.3% |
| All | +550.5% | +22.9% | +527.6% | +436.7% |
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 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