+112.0%
USO vs FROG
+76.4%
+35.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.7% |
| 7D | +11.5% | -2.2% | +13.6% | +11.4% |
| 30D | +24.1% | +3.0% | +21.2% | +24.2% |
| 3M | +17.9% | +10.3% | +7.6% | +18.2% |
| 6M | +49.6% | +116.7% | -67.1% | +52.0% |
| YTD | +129.0% | +41.9% | +87.1% | +131.7% |
| 1Y | +112.0% | +78.5% | +33.5% | +110.5% |
| All | +112.0% | +76.4% | +35.6% | +110.5% |
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