+45.9%
OXY vs FROG
+83.7%
-37.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.4% | -2.7% | -5.1% |
| 7D | -8.8% | -14.1% | +5.3% | -9.0% |
| 30D | -1.7% | -11.8% | +10.1% | -1.8% |
| 3M | +4.5% | +0.1% | +4.4% | +4.8% |
| 6M | -4.0% | +64.2% | -68.2% | -3.3% |
| YTD | +41.4% | +38.2% | +3.1% | +42.7% |
| 1Y | +45.9% | +85.4% | -39.5% | +43.5% |
| All | +45.9% | +83.7% | -37.8% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling