+102.2%
USO vs FROG
+83.7%
+18.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.6% | -8.1% |
| 7D | -12.7% | -14.1% | +1.4% | -12.9% |
| 30D | +1.0% | -11.8% | +12.8% | +0.9% |
| 3M | +25.6% | +0.1% | +25.5% | +26.0% |
| 6M | -1.5% | +64.2% | -65.7% | +0.1% |
| YTD | +110.3% | +38.2% | +72.0% | +113.8% |
| 1Y | +102.2% | +85.4% | +16.8% | +103.6% |
| All | +102.2% | +83.7% | +18.5% | +103.6% |
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