+366.4%
FCX vs FROG
+22.9%
+343.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.7% |
| 7D | -4.9% | -11.3% | +6.4% | -3.3% |
| 30D | +4.8% | +3.6% | +1.2% | +4.0% |
| 3M | +4.6% | +1.7% | +2.9% | +3.7% |
| 6M | +10.8% | +123.5% | -112.7% | -2.9% |
| YTD | +44.2% | +40.2% | +4.0% | +33.6% |
| 1Y | +59.6% | +81.0% | -21.4% | +40.8% |
| 3Y | +82.2% | +194.8% | -112.5% | +41.9% |
| 5Y | +115.6% | +131.8% | -16.2% | +63.1% |
| All | +366.4% | +22.9% | +343.5% | +257.5% |
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