+1.9%
SLB vs FROG
+319.6%
-317.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | +1.8% |
| 7D | -1.2% | +26.8% | -28.0% | -2.5% |
| 30D | +4.5% | +10.6% | -6.1% | +3.7% |
| 3M | -4.6% | +27.2% | -31.8% | -6.0% |
| 6M | -6.3% | +58.7% | -64.9% | -8.9% |
| YTD | +35.0% | +75.3% | -40.4% | +29.8% |
| 1Y | +38.8% | +71.1% | -32.3% | +33.6% |
| All | +1.9% | +319.6% | -317.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling