+66.0%
FCX vs FROG
+73.6%
-7.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.4% |
| 7D | +5.7% | -5.5% | +11.2% | +6.1% |
| 30D | +10.1% | -3.1% | +13.2% | +10.3% |
| 3M | +20.2% | +1.2% | +18.9% | +19.8% |
| 6M | +29.7% | +113.7% | -84.0% | +23.3% |
| YTD | +51.9% | +38.9% | +13.1% | +47.9% |
| 1Y | +66.0% | +72.0% | -6.0% | +51.3% |
| All | +66.0% | +73.6% | -7.6% | +51.3% |
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