+422.5%
USO vs FROG
+22.5%
+400.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +6.2% | -4.8% | +11.1% | +6.4% |
| 30D | +19.1% | -0.9% | +20.0% | +19.0% |
| 3M | +14.2% | +7.5% | +6.8% | +13.7% |
| 6M | +43.7% | +107.0% | -63.3% | +39.7% |
| YTD | +116.8% | +39.8% | +77.0% | +113.3% |
| 1Y | +104.3% | +74.8% | +29.5% | +98.6% |
| 3Y | +91.5% | +219.3% | -127.7% | +79.8% |
| 5Y | +214.1% | +133.0% | +81.1% | +196.9% |
| All | +422.5% | +22.5% | +400.0% | +402.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling