+451.8%
USO vs FROG
+24.4%
+427.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.6% |
| 7D | +11.5% | -2.2% | +13.6% | +11.5% |
| 30D | +24.1% | +3.0% | +21.2% | +23.9% |
| 3M | +17.9% | +10.3% | +7.6% | +17.3% |
| 6M | +49.6% | +116.7% | -67.1% | +45.2% |
| YTD | +129.0% | +41.9% | +87.1% | +125.1% |
| 1Y | +112.0% | +78.5% | +33.5% | +105.9% |
| 3Y | +102.3% | +224.1% | -121.9% | +89.8% |
| 5Y | +224.5% | +142.4% | +82.1% | +206.4% |
| All | +451.8% | +24.4% | +427.5% | +430.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling