+196.3%
SLB vs FROG
+41.7%
+154.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +35.3% | -34.8% | -0.8% |
| 7D | -7.1% | +7.0% | -14.1% | -7.5% |
| 30D | +4.1% | +2.9% | +1.2% | +3.7% |
| 3M | -2.6% | +21.6% | -24.2% | -3.7% |
| 6M | -8.6% | +87.7% | -96.2% | -11.4% |
| YTD | +32.2% | +61.7% | -29.5% | +28.4% |
| 1Y | +40.7% | +113.7% | -73.0% | +34.3% |
| 3Y | -4.5% | +267.7% | -272.3% | -11.9% |
| 5Y | +66.4% | +158.8% | -92.4% | +49.7% |
| All | +196.3% | +41.7% | +154.6% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling