+129.5%
ORCL vs FROG
+55.2%
+74.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +10.4% | +48.2% | -37.8% | +2.2% |
| 30D | -11.2% | +11.4% | -22.6% | -13.5% |
| 3M | -16.8% | +28.5% | -45.3% | -21.1% |
| 6M | -31.5% | +63.7% | -95.2% | -37.5% |
| YTD | -33.9% | +77.1% | -111.0% | -41.5% |
| 1Y | -43.3% | +79.3% | -122.6% | -49.9% |
| 3Y | +16.5% | +323.8% | -307.3% | -9.0% |
| 5Y | +45.4% | +198.9% | -153.5% | +10.1% |
| All | +129.5% | +55.2% | +74.3% | +75.0% |
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 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