+137.0%
OKE vs FROG
+136.9%
+0.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +4.5% | +1.3% | +3.2% | +4.2% |
| 3M | +9.6% | +11.1% | -1.5% | +8.2% |
| 6M | +15.4% | +108.3% | -92.9% | +7.0% |
| YTD | +36.5% | +39.6% | -3.1% | +30.7% |
| 1Y | +39.0% | +74.7% | -35.8% | +29.0% |
| 3Y | +74.3% | +224.1% | -149.8% | +44.1% |
| All | +137.0% | +136.9% | +0.1% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling