-28.0%
ORCL vs FROG
+83.7%
-111.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +4.0% |
| 7D | +5.3% | -11.3% | +16.5% | +8.9% |
| 30D | +10.0% | +3.6% | +6.3% | +8.4% |
| 3M | -32.6% | +1.7% | -34.3% | -33.6% |
| 6M | +4.9% | +123.5% | -118.6% | -15.1% |
| YTD | -17.8% | +40.2% | -58.0% | -29.3% |
| 1Y | -28.0% | +81.0% | -109.0% | -36.7% |
| All | -28.0% | +83.7% | -111.7% | -36.7% |
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