+345.6%
SHEL vs FROG
+59.4%
+286.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.3% |
| 7D | +0.8% | +12.5% | -11.7% | +0.5% |
| 30D | -3.6% | +23.5% | -27.1% | -4.2% |
| 3M | +12.0% | +19.4% | -7.3% | +11.4% |
| 6M | +19.7% | +77.0% | -57.3% | +17.4% |
| YTD | +39.6% | +81.9% | -42.2% | +36.2% |
| 1Y | +36.4% | +90.7% | -54.2% | +32.8% |
| 3Y | +70.2% | +328.5% | -258.3% | +59.3% |
| 5Y | +169.2% | +207.0% | -37.8% | +147.9% |
| All | +345.6% | +59.4% | +286.2% | +306.2% |
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 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