+73.6%
SLB vs FROG
+192.7%
-119.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | +1.8% |
| 7D | -1.2% | +26.8% | -28.0% | -2.7% |
| 30D | +4.5% | +10.6% | -6.1% | +3.5% |
| 3M | -4.6% | +27.2% | -31.8% | -6.3% |
| 6M | -6.3% | +58.7% | -64.9% | -9.5% |
| YTD | +35.0% | +75.3% | -40.4% | +28.5% |
| 1Y | +38.8% | +71.1% | -32.3% | +32.3% |
| 3Y | +3.3% | +319.6% | -316.3% | -10.7% |
| 5Y | +73.6% | +195.7% | -122.0% | +55.9% |
| All | +73.6% | +192.7% | -119.0% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling