+373.3%
XOP vs FROG
+22.5%
+350.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.0% | -4.8% | +5.8% | +1.4% |
| 30D | +10.8% | -0.9% | +11.8% | +10.7% |
| 3M | +19.5% | +7.5% | +12.0% | +18.0% |
| 6M | +21.6% | +107.0% | -85.4% | +12.0% |
| YTD | +55.8% | +39.8% | +16.0% | +48.1% |
| 1Y | +54.6% | +74.8% | -20.2% | +42.6% |
| 3Y | +36.6% | +219.3% | -182.6% | +14.5% |
| 5Y | +160.6% | +133.0% | +27.7% | +115.6% |
| All | +373.3% | +22.5% | +350.8% | +293.3% |
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