+461.1%
XOM vs FROG
+22.3%
+438.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | +4.6% | +1.3% | +3.3% | +4.5% |
| 3M | +14.0% | +11.1% | +2.9% | +13.6% |
| 6M | +11.0% | +108.3% | -97.4% | +9.0% |
| YTD | +40.7% | +39.6% | +1.1% | +39.3% |
| 1Y | +52.3% | +74.7% | -22.4% | +49.6% |
| 3Y | +60.5% | +224.1% | -163.6% | +53.9% |
| 5Y | +266.4% | +138.4% | +128.0% | +244.8% |
| All | +461.1% | +22.3% | +438.8% | +419.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling