+465.7%
OXY vs FROG
+24.4%
+441.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +1.4% | -2.2% | +3.5% | +1.5% |
| 30D | +4.0% | +3.0% | +1.1% | +3.8% |
| 3M | +7.6% | +10.3% | -2.7% | +6.6% |
| 6M | +16.2% | +116.7% | -100.5% | +10.0% |
| YTD | +50.8% | +41.9% | +8.9% | +46.0% |
| 1Y | +34.7% | +78.5% | -43.8% | +27.7% |
| 3Y | -1.0% | +224.1% | -225.1% | -12.1% |
| 5Y | +163.2% | +142.4% | +20.8% | +129.6% |
| All | +465.7% | +24.4% | +441.3% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling