+94.5%
USO vs FROG
+72.4%
+22.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | +0.1% |
| 7D | -2.7% | +26.8% | -29.5% | -2.4% |
| 30D | -6.3% | +10.6% | -16.9% | -6.2% |
| 3M | +10.9% | +27.2% | -16.3% | +11.6% |
| 6M | +2.0% | +58.7% | -56.7% | +3.6% |
| YTD | +104.6% | +75.3% | +29.2% | +106.4% |
| 1Y | +94.5% | +71.1% | +23.5% | +96.8% |
| All | +94.5% | +72.4% | +22.1% | +96.8% |
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 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