+261.8%
XOM vs FROG
+133.6%
+128.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | 0.0% | -4.8% | +4.9% | +0.2% |
| 30D | +3.4% | -0.9% | +4.4% | +3.4% |
| 3M | +11.0% | +7.5% | +3.5% | +10.5% |
| 6M | +10.6% | +107.0% | -96.4% | +7.0% |
| YTD | +39.2% | +39.8% | -0.6% | +36.7% |
| 1Y | +52.7% | +74.8% | -22.1% | +47.8% |
| 3Y | +56.8% | +219.3% | -162.5% | +44.0% |
| 5Y | +261.8% | +133.0% | +128.8% | +232.9% |
| All | +261.8% | +133.6% | +128.2% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling