-1.8%
OXY vs FROG
+319.6%
-321.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.4% |
| 7D | -0.2% | +26.8% | -27.0% | -1.2% |
| 30D | -6.4% | +10.6% | -17.0% | -6.9% |
| 3M | -2.6% | +27.2% | -29.8% | -3.8% |
| 6M | +4.8% | +58.7% | -53.9% | +2.3% |
| YTD | +41.2% | +75.3% | -34.2% | +36.7% |
| 1Y | +39.5% | +71.1% | -31.6% | +35.2% |
| All | -1.8% | +319.6% | -321.4% | -14.5% |
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 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