+241.3%
SLB vs FROG
+22.9%
+218.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +0.8% | -11.3% | +12.1% | +1.3% |
| 30D | +15.8% | +3.6% | +12.2% | +15.6% |
| 3M | -0.3% | +1.7% | -2.0% | -0.6% |
| 6M | +21.3% | +123.5% | -102.2% | +16.7% |
| YTD | +52.3% | +40.2% | +12.1% | +49.1% |
| 1Y | +63.6% | +81.0% | -17.4% | +57.7% |
| 3Y | +3.8% | +194.8% | -191.0% | -3.3% |
| 5Y | +128.6% | +131.8% | -3.2% | +107.5% |
| All | +241.3% | +22.9% | +218.4% | +199.0% |
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 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