+151.6%
USO vs FROG
+192.7%
-41.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -0.1% |
| 7D | -2.7% | +26.8% | -29.5% | -3.5% |
| 30D | -6.3% | +10.6% | -16.9% | -6.7% |
| 3M | +10.9% | +27.2% | -16.3% | +9.9% |
| 6M | +2.0% | +58.7% | -56.7% | +0.3% |
| YTD | +104.6% | +75.3% | +29.2% | +100.0% |
| 1Y | +94.5% | +71.1% | +23.5% | +90.4% |
| 3Y | +97.1% | +319.6% | -222.5% | +84.0% |
| 5Y | +151.6% | +195.7% | -44.0% | +148.6% |
| All | +151.6% | +192.7% | -41.0% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling