+281.9%
FCX vs FROG
+41.7%
+240.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +35.3% | -32.7% | -2.2% |
| 7D | -4.9% | +7.0% | -11.9% | -6.4% |
| 30D | -17.1% | +2.9% | -20.0% | -18.2% |
| 3M | -12.7% | +21.6% | -34.3% | -16.1% |
| 6M | -2.0% | +87.7% | -89.6% | -12.4% |
| YTD | +18.1% | +61.7% | -43.6% | +6.2% |
| 1Y | +55.2% | +113.7% | -58.5% | +32.5% |
| 3Y | +74.3% | +267.7% | -193.4% | +30.5% |
| 5Y | +71.9% | +158.8% | -86.9% | +26.6% |
| All | +281.9% | +41.7% | +240.2% | +184.0% |
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 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