+123.5%
FROG vs XPO
-11.2%
+134.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.0% |
| 7D | -11.3% | +2.4% | -13.7% | -11.4% |
| 30D | +3.6% | -3.5% | +7.2% | +4.3% |
| 3M | +1.7% | -11.9% | +13.6% | +2.7% |
| 6M | +123.5% | -10.0% | +133.5% | +126.7% |
| All | +123.5% | -11.2% | +134.7% | +126.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling