+414.0%
EOG vs FROG
+59.4%
+354.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | +7.6% | +12.5% | -4.9% | +7.3% |
| 30D | +3.4% | +23.5% | -20.2% | +2.6% |
| 3M | +12.7% | +19.4% | -6.7% | +11.9% |
| 6M | +19.0% | +77.0% | -58.0% | +16.7% |
| YTD | +55.6% | +81.9% | -26.3% | +51.8% |
| 1Y | +49.5% | +90.7% | -41.1% | +45.6% |
| 3Y | +43.2% | +328.5% | -285.4% | +33.9% |
| 5Y | +111.8% | +207.0% | -95.2% | +94.7% |
| All | +414.0% | +59.4% | +354.6% | +374.9% |
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 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