+328.1%
SHEL vs FROG
+24.4%
+303.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +3.9% | -2.2% | +6.1% | +4.0% |
| 30D | +7.0% | +3.0% | +4.0% | +6.8% |
| 3M | +12.5% | +10.3% | +2.2% | +11.9% |
| 6M | +14.8% | +116.7% | -101.9% | +11.5% |
| YTD | +34.2% | +41.9% | -7.8% | +31.8% |
| 1Y | +37.0% | +78.5% | -41.5% | +33.2% |
| 3Y | +70.9% | +224.1% | -153.2% | +61.1% |
| 5Y | +192.5% | +142.4% | +50.1% | +171.6% |
| All | +328.1% | +24.4% | +303.7% | +293.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling