+314.7%
SHEL vs FROG
+22.9%
+291.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.8% |
| 7D | +2.2% | -11.3% | +13.5% | +2.5% |
| 30D | +6.8% | +3.6% | +3.2% | +6.6% |
| 3M | +8.1% | +1.7% | +6.4% | +7.9% |
| 6M | +14.4% | +123.5% | -109.1% | +11.0% |
| YTD | +30.0% | +40.2% | -10.3% | +27.7% |
| 1Y | +33.3% | +81.0% | -47.7% | +29.5% |
| 3Y | +66.4% | +194.8% | -128.3% | +57.2% |
| 5Y | +178.6% | +131.8% | +46.8% | +158.4% |
| All | +314.7% | +22.9% | +291.8% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling