+476.7%
XOM vs FROG
+59.4%
+417.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | +2.8% | +12.5% | -9.7% | +2.7% |
| 30D | -3.6% | +23.5% | -27.2% | -4.0% |
| 3M | +8.2% | +19.4% | -11.1% | +7.8% |
| 6M | +14.0% | +77.0% | -63.0% | +12.6% |
| YTD | +44.6% | +81.9% | -37.3% | +42.5% |
| 1Y | +47.8% | +90.7% | -42.9% | +45.3% |
| 3Y | +79.6% | +328.5% | -249.0% | +71.4% |
| 5Y | +214.3% | +207.0% | +7.3% | +194.0% |
| All | +476.7% | +59.4% | +417.3% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling