+161.6%
OXY vs FROG
+133.6%
+28.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.6% | -4.8% | +5.4% | +0.9% |
| 30D | +4.5% | -0.9% | +5.5% | +4.4% |
| 3M | +8.9% | +7.5% | +1.4% | +7.9% |
| 6M | +12.5% | +107.0% | -94.6% | +5.2% |
| YTD | +50.5% | +39.8% | +10.7% | +44.7% |
| 1Y | +38.6% | +74.8% | -36.2% | +29.6% |
| 3Y | -1.2% | +219.3% | -220.5% | -16.1% |
| 5Y | +161.6% | +133.0% | +28.7% | +130.2% |
| All | +161.6% | +133.6% | +28.0% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling