+10.2%
ORCL vs FROG
+274.0%
-263.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | -7.3% |
| 7D | -11.2% | +7.0% | -18.1% | -13.3% |
| 30D | -18.8% | +2.9% | -21.7% | -20.1% |
| 3M | -18.8% | +21.6% | -40.4% | -23.6% |
| 6M | -39.7% | +87.7% | -127.4% | -48.7% |
| YTD | -39.6% | +61.7% | -101.3% | -48.2% |
| 1Y | -51.7% | +113.7% | -165.4% | -60.6% |
| 3Y | +10.2% | +267.7% | -257.5% | -21.3% |
| All | +10.2% | +274.0% | -263.8% | -21.3% |
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