+47.6%
XOP vs FROG
+83.7%
-36.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +2.6% | -11.3% | +13.8% | +2.7% |
| 30D | +15.4% | +3.6% | +11.8% | +15.3% |
| 3M | +12.1% | +1.7% | +10.4% | +11.9% |
| 6M | +19.7% | +123.5% | -103.8% | +17.6% |
| YTD | +52.4% | +40.2% | +12.1% | +51.1% |
| 1Y | +47.6% | +81.0% | -33.4% | +41.1% |
| All | +47.6% | +83.7% | -36.2% | +41.1% |
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 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