-41.6%
ORCL vs FROG
+85.3%
-126.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.2% |
| 7D | +8.0% | +12.5% | -4.5% | +4.2% |
| 30D | -4.0% | +23.5% | -27.5% | -10.7% |
| 3M | -19.5% | +19.4% | -38.9% | -24.7% |
| 6M | -33.5% | +77.0% | -110.5% | -45.6% |
| YTD | -34.8% | +81.9% | -116.7% | -49.8% |
| 1Y | -41.6% | +90.7% | -132.3% | -55.6% |
| All | -41.6% | +85.3% | -126.9% | -55.6% |
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