+66.9%
SHEL vs FROG
+299.7%
-232.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.6% |
| 7D | -6.7% | +17.0% | -23.7% | -6.9% |
| 30D | -2.9% | +1.3% | -4.2% | -2.9% |
| 3M | +9.1% | +17.5% | -8.4% | +8.6% |
| 6M | +17.9% | +46.8% | -28.9% | +16.4% |
| YTD | +36.0% | +65.8% | -29.8% | +33.1% |
| 1Y | +31.8% | +61.0% | -29.2% | +29.1% |
| 3Y | +66.9% | +296.7% | -229.9% | +56.7% |
| All | +66.9% | +299.7% | -232.8% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling