+37.4%
EOG vs FROG
+299.7%
-262.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.2% |
| 7D | -2.4% | +17.0% | -19.4% | -2.9% |
| 30D | +2.9% | +1.3% | +1.7% | +2.6% |
| 3M | +7.2% | +17.5% | -10.2% | +6.6% |
| 6M | +18.2% | +46.8% | -28.6% | +16.6% |
| YTD | +48.9% | +65.8% | -16.9% | +45.9% |
| 1Y | +46.7% | +61.0% | -14.3% | +43.9% |
| 3Y | +37.4% | +296.7% | -259.3% | +24.8% |
| All | +37.4% | +299.7% | -262.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling