+46.2%
SLB vs FROG
+83.7%
-37.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | -4.1% | -14.1% | +10.0% | -4.2% |
| 30D | +2.5% | -11.8% | +14.3% | +2.5% |
| 3M | +2.0% | +0.1% | +1.9% | +2.4% |
| 6M | -6.3% | +64.2% | -70.6% | -5.2% |
| YTD | +36.5% | +38.2% | -1.7% | +37.7% |
| 1Y | +46.2% | +85.4% | -39.2% | +45.0% |
| All | +46.2% | +83.7% | -37.5% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling