+91.4%
ORCL vs FROG
+129.7%
-38.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.8% |
| 7D | +5.3% | -11.3% | +16.5% | +7.9% |
| 30D | +10.0% | +3.6% | +6.3% | +8.8% |
| 3M | -32.6% | +1.7% | -34.3% | -33.2% |
| 6M | +4.9% | +123.5% | -118.6% | -11.1% |
| YTD | -17.8% | +40.2% | -58.0% | -25.0% |
| 1Y | -28.0% | +81.0% | -109.0% | -37.5% |
| 3Y | +36.0% | +194.8% | -158.7% | +4.8% |
| All | +91.4% | +129.7% | -38.2% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling