+47.8%
XOM vs FROG
+85.3%
-37.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +2.8% | +12.5% | -9.7% | +3.2% |
| 30D | -3.6% | +23.5% | -27.2% | -3.1% |
| 3M | +8.2% | +19.4% | -11.1% | +8.8% |
| 6M | +14.0% | +77.0% | -63.0% | +16.8% |
| YTD | +44.6% | +81.9% | -37.3% | +46.4% |
| 1Y | +47.8% | +90.7% | -42.9% | +49.8% |
| All | +47.8% | +85.3% | -37.5% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling