+346.2%
XOP vs FROG
+55.2%
+291.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | +5.2% | +48.2% | -43.0% | +1.3% |
| 30D | -8.4% | +11.4% | -19.8% | -9.7% |
| 3M | +2.9% | +28.5% | -25.6% | -0.1% |
| 6M | +8.8% | +63.7% | -54.9% | +2.7% |
| YTD | +46.9% | +77.1% | -30.2% | +36.0% |
| 1Y | +41.5% | +79.3% | -37.9% | +30.6% |
| 3Y | +43.1% | +323.8% | -280.6% | +16.4% |
| 5Y | +92.2% | +198.9% | -106.7% | +54.8% |
| All | +346.2% | +55.2% | +291.0% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling