+116.2%
ORCL vs FROG
+51.8%
+64.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -4.0% | +2.0% |
| 7D | +0.5% | +27.1% | -26.6% | -4.4% |
| 30D | -15.3% | +5.8% | -21.1% | -16.8% |
| 3M | -18.2% | +20.8% | -39.1% | -21.7% |
| 6M | -38.4% | +53.3% | -91.8% | -43.3% |
| YTD | -37.7% | +73.2% | -110.9% | -44.7% |
| 1Y | -49.3% | +80.3% | -129.6% | -55.2% |
| 3Y | +10.6% | +318.3% | -307.7% | -13.3% |
| 5Y | +35.5% | +179.9% | -144.4% | +2.9% |
| All | +116.2% | +51.8% | +64.4% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling