+36.8%
FROG vs EQNR
+327.1%
-290.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -2.2% | +5.7% | -7.9% | -2.2% |
| 30D | +3.0% | +11.3% | -8.3% | +2.8% |
| 3M | +10.3% | +21.5% | -11.2% | +9.8% |
| 6M | +116.7% | +41.8% | +74.9% | +114.6% |
| YTD | +41.9% | +97.3% | -55.4% | +38.8% |
| 1Y | +78.5% | +89.9% | -11.4% | +74.8% |
| 3Y | +224.1% | +76.9% | +147.3% | +216.4% |
| 5Y | +142.4% | +189.2% | -46.8% | +140.4% |
| All | +36.8% | +327.1% | -290.3% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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