+69.7%
SHEL vs FROG
+202.6%
-132.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +1.9% | -5.5% | +7.4% | +2.1% |
| 30D | +8.7% | -3.1% | +11.8% | +8.6% |
| 3M | +11.0% | +1.2% | +9.7% | +10.6% |
| 6M | +14.6% | +113.7% | -99.1% | +10.4% |
| YTD | +33.3% | +38.9% | -5.6% | +30.5% |
| 1Y | +37.9% | +72.0% | -34.1% | +33.0% |
| 3Y | +69.7% | +217.1% | -147.4% | +51.7% |
| All | +69.7% | +202.6% | -132.9% | +51.7% |
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