+196.2%
SLB vs FROG
+45.3%
+150.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.8% |
| 7D | -4.3% | +17.0% | -21.3% | -5.0% |
| 30D | +1.9% | +1.3% | +0.6% | +1.6% |
| 3M | -5.7% | +17.5% | -23.2% | -6.6% |
| 6M | -5.3% | +46.8% | -52.1% | -7.2% |
| YTD | +32.2% | +65.8% | -33.6% | +28.2% |
| 1Y | +38.5% | +61.0% | -22.5% | +34.5% |
| 3Y | +1.1% | +296.7% | -295.6% | -6.9% |
| 5Y | +70.3% | +177.8% | -107.6% | +53.3% |
| All | +196.2% | +45.3% | +150.9% | +157.0% |
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 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