-7.3%
QXO vs FROG
+22.5%
-29.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -3.9% | -4.8% | +0.9% | -3.1% |
| 30D | -17.4% | -0.9% | -16.4% | -17.5% |
| 3M | -22.5% | +7.5% | -30.0% | -24.0% |
| 6M | -41.4% | +107.0% | -148.4% | -49.8% |
| YTD | -34.1% | +39.8% | -73.9% | -40.0% |
| 1Y | -40.8% | +74.8% | -115.6% | -48.8% |
| 3Y | -43.9% | +219.3% | -263.2% | -60.2% |
| 5Y | -69.6% | +133.0% | -202.6% | -78.1% |
| All | -7.3% | +22.5% | -29.8% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling