+29.7%
EOG vs FROG
+73.1%
-43.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.2% |
| 7D | -1.3% | -4.8% | +3.5% | -1.4% |
| 30D | +3.4% | -0.9% | +4.3% | +3.4% |
| 3M | +7.8% | +7.5% | +0.4% | +8.0% |
| 6M | +13.4% | +107.0% | -93.7% | +14.5% |
| YTD | +43.5% | +39.8% | +3.7% | +43.3% |
| 1Y | +29.7% | +74.8% | -45.1% | +27.3% |
| All | +29.7% | +73.1% | -43.4% | +27.3% |
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