+44.6%
SLB vs FROG
+72.8%
-28.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +2.6% | +48.2% | -45.7% | +2.4% |
| 30D | +4.4% | +11.4% | -7.0% | +4.1% |
| 3M | -2.7% | +28.5% | -31.3% | -2.4% |
| 6M | -7.5% | +63.7% | -71.3% | -6.4% |
| YTD | +34.8% | +77.1% | -42.2% | +34.7% |
| 1Y | +44.6% | +79.3% | -34.7% | +44.8% |
| All | +44.6% | +72.8% | -28.2% | +44.8% |
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