+199.0%
SLB vs FROG
+51.8%
+147.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.6% |
| 7D | -3.7% | +27.1% | -30.8% | -4.8% |
| 30D | +2.9% | +5.8% | -2.9% | +2.4% |
| 3M | +0.2% | +20.8% | -20.6% | -0.8% |
| 6M | -4.4% | +53.3% | -57.8% | -6.5% |
| YTD | +33.4% | +73.2% | -39.8% | +29.2% |
| 1Y | +40.8% | +80.3% | -39.5% | +36.0% |
| 3Y | +3.2% | +318.3% | -315.1% | -5.2% |
| 5Y | +64.8% | +179.9% | -115.1% | +47.9% |
| All | +199.0% | +51.8% | +147.2% | +159.0% |
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