+44.2%
EOG vs FROG
+83.7%
-39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -5.3% |
| 7D | -8.6% | -14.1% | +5.5% | -8.9% |
| 30D | +2.8% | -11.8% | +14.5% | +2.5% |
| 3M | +3.2% | +0.1% | +3.0% | +3.4% |
| 6M | +5.3% | +64.2% | -58.9% | +6.5% |
| YTD | +44.5% | +38.2% | +6.3% | +44.7% |
| 1Y | +44.2% | +85.4% | -41.2% | +44.9% |
| All | +44.2% | +83.7% | -39.5% | +44.9% |
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