+327.7%
XOP vs FROG
+45.3%
+282.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.1% |
| 7D | -8.4% | +17.0% | -25.4% | -9.9% |
| 30D | -8.4% | +1.3% | -9.6% | -9.0% |
| 3M | +0.2% | +17.5% | -17.3% | -2.1% |
| 6M | +7.2% | +46.8% | -39.6% | +2.2% |
| YTD | +40.8% | +65.8% | -25.0% | +31.0% |
| 1Y | +36.3% | +61.0% | -24.7% | +27.1% |
| 3Y | +37.2% | +296.7% | -259.6% | +12.2% |
| 5Y | +86.6% | +177.8% | -91.2% | +51.2% |
| All | +327.7% | +45.3% | +282.4% | +247.9% |
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 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