+85.6%
FROG vs XPO
+35.7%
+49.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +48.2% | +6.9% | +41.4% | +47.9% |
| 30D | +11.4% | +4.1% | +7.3% | +11.4% |
| 3M | +28.5% | -9.7% | +38.3% | +28.0% |
| 6M | +63.7% | -3.8% | +67.5% | +64.2% |
| YTD | +77.1% | +38.8% | +38.3% | +76.1% |
| All | +85.6% | +35.7% | +49.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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