+52.3%
XOM vs FROG
+74.0%
-21.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.4% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | +4.6% | +1.3% | +3.3% | +4.6% |
| 3M | +14.0% | +11.1% | +2.9% | +14.1% |
| 6M | +11.0% | +108.3% | -97.4% | +11.6% |
| YTD | +40.7% | +39.6% | +1.1% | +42.3% |
| 1Y | +52.3% | +74.7% | -22.4% | +49.4% |
| All | +52.3% | +74.0% | -21.7% | +49.4% |
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 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