+107.9%
ORCL vs FROG
+4.7%
+103.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.6% | +6.6% | -4.5% |
| 7D | -17.5% | -24.5% | +7.0% | -13.2% |
| 30D | -20.2% | -24.3% | +4.1% | -16.1% |
| 3M | -19.9% | -11.7% | -8.2% | -18.4% |
| 6M | -37.4% | +37.1% | -74.6% | -40.6% |
| YTD | -40.1% | +19.5% | -59.6% | -42.8% |
| 1Y | -53.4% | +61.8% | -115.2% | -57.2% |
| 3Y | +10.4% | +178.1% | -167.7% | -6.6% |
| 5Y | +29.8% | +91.2% | -61.5% | +6.0% |
| All | +107.9% | +4.7% | +103.2% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling