+326.5%
SHEL vs FROG
+22.5%
+304.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +3.0% | -4.8% | +7.8% | +3.1% |
| 30D | +7.2% | -0.9% | +8.2% | +7.1% |
| 3M | +12.9% | +7.5% | +5.4% | +12.4% |
| 6M | +13.7% | +107.0% | -93.3% | +10.6% |
| YTD | +33.7% | +39.8% | -6.1% | +31.4% |
| 1Y | +37.9% | +74.8% | -36.9% | +34.1% |
| 3Y | +70.2% | +219.3% | -149.0% | +60.5% |
| 5Y | +192.3% | +133.0% | +59.4% | +171.3% |
| All | +326.5% | +22.5% | +304.0% | +291.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling