+40.7%
SLB vs FROG
+118.5%
-77.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +35.3% | -34.8% | +0.3% |
| 7D | -7.1% | +7.0% | -14.1% | -7.3% |
| 30D | +4.1% | +2.9% | +1.2% | +3.9% |
| 3M | -2.6% | +21.6% | -24.2% | -2.4% |
| 6M | -8.6% | +87.7% | -96.2% | -7.6% |
| YTD | +32.2% | +61.7% | -29.5% | +33.1% |
| 1Y | +40.7% | +113.7% | -73.0% | +39.3% |
| All | +40.7% | +118.5% | -77.9% | +39.3% |
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