+50.6%
LYB vs FROG
+83.7%
-33.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -4.8% |
| 7D | -6.2% | -14.1% | +7.9% | -6.5% |
| 30D | +6.3% | -11.8% | +18.1% | +6.1% |
| 3M | +4.1% | +0.1% | +4.0% | +4.3% |
| 6M | -15.5% | +64.2% | -79.7% | -14.7% |
| YTD | +50.2% | +38.2% | +12.0% | +50.7% |
| 1Y | +50.6% | +85.4% | -34.8% | +50.9% |
| All | +50.6% | +83.7% | -33.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling