+13.8%
ORCL vs FROG
+335.2%
-321.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | +8.0% | +12.5% | -4.5% | +5.1% |
| 30D | -4.0% | +23.5% | -27.5% | -9.6% |
| 3M | -19.5% | +19.4% | -38.9% | -23.8% |
| 6M | -33.5% | +77.0% | -110.5% | -42.4% |
| YTD | -34.8% | +81.9% | -116.7% | -45.6% |
| 1Y | -41.6% | +90.7% | -132.3% | -51.6% |
| 3Y | +13.8% | +328.5% | -314.8% | -24.3% |
| All | +13.8% | +335.2% | -321.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling