-25.0%
QXO vs FROG
+83.7%
-108.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.4% | +10.5% | +8.2% |
| 7D | +16.6% | -14.1% | +30.6% | +17.2% |
| 30D | +6.6% | -11.8% | +18.3% | +7.1% |
| 3M | -17.5% | +0.1% | -17.6% | -17.7% |
| 6M | -33.8% | +64.2% | -98.0% | -36.3% |
| YTD | -34.4% | +38.2% | -72.6% | -34.9% |
| 1Y | -25.0% | +85.4% | -110.4% | -32.0% |
| All | -25.0% | +83.7% | -108.7% | -32.0% |
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