+38.9%
ORLY vs FROG
+335.2%
-296.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.7% |
| 7D | +2.6% | +12.5% | -9.9% | +2.6% |
| 30D | +6.3% | +23.5% | -17.2% | +6.5% |
| 3M | -0.4% | +19.4% | -19.8% | -0.2% |
| 6M | +2.8% | +77.0% | -74.2% | +2.2% |
| YTD | +1.1% | +81.9% | -80.8% | +0.3% |
| 1Y | -6.3% | +90.7% | -96.9% | -7.1% |
| 3Y | +38.9% | +328.5% | -289.7% | +32.4% |
| All | +38.9% | +335.2% | -296.4% | +32.4% |
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