+45.8%
SLB vs FROG
+85.3%
-39.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.5% |
| 7D | +3.5% | +12.5% | -9.0% | +3.4% |
| 30D | +6.5% | +23.5% | -17.0% | +6.4% |
| 3M | -0.2% | +19.4% | -19.6% | -0.3% |
| 6M | -5.7% | +77.0% | -82.7% | -4.4% |
| YTD | +36.8% | +81.9% | -45.0% | +36.6% |
| 1Y | +45.8% | +90.7% | -44.9% | +45.7% |
| All | +45.8% | +85.3% | -39.5% | +45.7% |
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