+200.5%
USO vs FROG
+125.4%
+75.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.9% |
| 7D | +3.6% | -5.5% | +9.1% | +3.7% |
| 30D | +23.8% | -3.1% | +26.9% | +23.8% |
| 3M | +8.1% | +1.2% | +6.8% | +7.8% |
| 6M | +34.3% | +113.7% | -79.4% | +30.5% |
| YTD | +111.1% | +38.9% | +72.3% | +107.9% |
| 1Y | +99.9% | +72.0% | +28.0% | +94.5% |
| 3Y | +86.5% | +217.1% | -130.6% | +75.3% |
| 5Y | +200.5% | +130.6% | +69.9% | +188.4% |
| All | +200.5% | +125.4% | +75.1% | +188.4% |
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