+34.2%
ORCL vs FROG
+176.7%
-142.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.6% |
| 7D | -6.5% | +17.0% | -23.5% | -10.6% |
| 30D | -16.6% | +1.3% | -17.9% | -17.6% |
| 3M | -21.6% | +17.5% | -39.1% | -25.4% |
| 6M | -39.4% | +46.8% | -86.1% | -45.0% |
| YTD | -38.7% | +65.8% | -104.4% | -46.9% |
| 1Y | -50.4% | +61.0% | -111.3% | -56.8% |
| 3Y | +8.1% | +296.7% | -288.6% | -23.0% |
| All | +34.2% | +176.7% | -142.5% | -8.6% |
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 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