+174.0%
EOG vs FROG
+125.4%
+48.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.0% | -5.5% | +3.5% | -1.8% |
| 30D | +7.9% | -3.1% | +11.0% | +7.9% |
| 3M | +4.5% | +1.2% | +3.2% | +4.1% |
| 6M | +12.3% | +113.7% | -101.4% | +7.5% |
| YTD | +41.9% | +38.9% | +3.0% | +38.3% |
| 1Y | +27.8% | +72.0% | -44.1% | +22.5% |
| 3Y | +21.8% | +217.1% | -195.3% | +9.4% |
| 5Y | +174.0% | +130.6% | +43.4% | +161.0% |
| All | +174.0% | +125.4% | +48.6% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling