+54.6%
XLE vs FROG
+198.7%
-144.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.8% |
| 7D | +2.2% | -11.3% | +13.5% | +2.6% |
| 30D | +11.8% | +3.6% | +8.1% | +11.5% |
| 3M | +9.8% | +1.7% | +8.2% | +9.5% |
| 6M | +15.6% | +123.5% | -107.9% | +10.5% |
| YTD | +45.3% | +40.2% | +5.0% | +42.0% |
| 1Y | +48.3% | +81.0% | -32.7% | +41.6% |
| All | +54.6% | +198.7% | -144.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling