+53.9%
RIG vs FROG
+192.7%
-138.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.2% | +1.5% |
| 7D | -2.6% | +26.8% | -29.4% | -7.4% |
| 30D | -5.2% | +10.6% | -15.8% | -7.9% |
| 3M | -8.6% | +27.2% | -35.8% | -13.8% |
| 6M | -18.9% | +58.7% | -77.6% | -27.3% |
| YTD | +28.6% | +75.3% | -46.8% | +10.6% |
| 1Y | +25.5% | +71.1% | -45.6% | +8.3% |
| 3Y | -20.2% | +319.6% | -339.7% | -48.2% |
| 5Y | +53.9% | +195.7% | -141.7% | +7.9% |
| All | +53.9% | +192.7% | -138.7% | +7.9% |
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