-70.8%
QXO vs FROG
+136.9%
-207.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.4% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -18.1% | +1.3% | -19.4% | -18.5% |
| 3M | -25.8% | +11.1% | -36.8% | -27.4% |
| 6M | -41.7% | +108.3% | -150.0% | -49.5% |
| YTD | -36.2% | +39.6% | -75.8% | -41.4% |
| 1Y | -42.1% | +74.7% | -116.8% | -49.3% |
| 3Y | -46.2% | +224.1% | -270.2% | -61.3% |
| All | -70.8% | +136.9% | -207.7% | -78.7% |
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