+375.5%
EOG vs FROG
+24.4%
+351.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | +2.8% | +3.0% | -0.1% | +2.7% |
| 3M | +5.9% | +10.3% | -4.4% | +5.4% |
| 6M | +17.1% | +116.7% | -99.6% | +14.0% |
| YTD | +43.9% | +41.9% | +2.0% | +41.7% |
| 1Y | +26.9% | +78.5% | -51.6% | +23.5% |
| 3Y | +23.6% | +224.1% | -200.6% | +16.6% |
| 5Y | +178.1% | +142.4% | +35.7% | +158.0% |
| All | +375.5% | +24.4% | +351.1% | +343.1% |
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