+368.2%
EOG vs FROG
+22.9%
+345.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | +1.3% | -11.3% | +12.6% | +1.5% |
| 30D | +8.2% | +3.6% | +4.5% | +8.0% |
| 3M | +3.8% | +1.7% | +2.2% | +3.6% |
| 6M | +15.3% | +123.5% | -108.2% | +12.2% |
| YTD | +41.7% | +40.2% | +1.5% | +39.5% |
| 1Y | +23.6% | +81.0% | -57.4% | +20.2% |
| 3Y | +23.3% | +194.8% | -171.5% | +16.6% |
| 5Y | +170.4% | +131.8% | +38.6% | +150.5% |
| All | +368.2% | +22.9% | +345.3% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling