-1.7%
XLP vs FROG
+114.1%
-115.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -1.0% |
| 7D | -1.0% | -11.3% | +10.3% | -1.6% |
| 30D | -0.9% | +3.6% | -4.5% | -0.6% |
| 3M | +3.8% | +1.7% | +2.1% | +4.3% |
| 6M | -1.7% | +123.5% | -125.3% | +1.3% |
| All | -1.7% | +114.1% | -115.9% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling