+113.0%
ORCL vs FROG
+45.3%
+67.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.8% |
| 7D | -6.5% | +17.0% | -23.5% | -9.8% |
| 30D | -16.6% | +1.3% | -17.9% | -17.4% |
| 3M | -21.6% | +17.5% | -39.1% | -24.6% |
| 6M | -39.4% | +46.8% | -86.1% | -43.7% |
| YTD | -38.7% | +65.8% | -104.4% | -45.1% |
| 1Y | -50.4% | +61.0% | -111.3% | -55.4% |
| 3Y | +8.1% | +296.7% | -288.6% | -14.6% |
| 5Y | +34.5% | +177.8% | -143.3% | +3.0% |
| All | +113.0% | +45.3% | +67.7% | +64.2% |
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