-49.5%
ORCL vs FROG
+83.7%
-133.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -14.4% | -14.1% | -0.3% | -10.3% |
| 30D | -12.8% | -11.8% | -1.1% | -9.5% |
| 3M | -14.8% | +0.1% | -14.9% | -15.3% |
| 6M | -30.9% | +64.2% | -95.1% | -39.8% |
| YTD | -35.7% | +38.2% | -73.9% | -44.9% |
| 1Y | -49.5% | +85.4% | -134.9% | -57.0% |
| All | -49.5% | +83.7% | -133.2% | -57.0% |
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