+54.6%
XOP vs FROG
+73.1%
-18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +1.0% | -4.8% | +5.8% | +1.0% |
| 30D | +10.8% | -0.9% | +11.8% | +10.8% |
| 3M | +19.5% | +7.5% | +12.0% | +19.0% |
| 6M | +21.6% | +107.0% | -85.4% | +19.5% |
| YTD | +55.8% | +39.8% | +16.0% | +54.5% |
| 1Y | +54.6% | +74.8% | -20.2% | +47.1% |
| All | +54.6% | +73.1% | -18.4% | +47.1% |
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