+174.2%
ORLY vs FROG
+21.7%
+152.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -2.3% | -5.5% | +3.2% | -2.2% |
| 30D | -8.2% | -3.1% | -5.1% | -8.2% |
| 3M | -3.5% | +1.2% | -4.8% | -3.7% |
| 6M | -9.2% | +113.7% | -122.9% | -12.0% |
| YTD | -5.8% | +38.9% | -44.7% | -7.4% |
| 1Y | -19.3% | +72.0% | -91.3% | -21.5% |
| 3Y | +34.4% | +217.1% | -182.7% | +25.7% |
| 5Y | +117.8% | +130.6% | -12.8% | +101.2% |
| All | +174.2% | +21.7% | +152.5% | +157.6% |
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 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