+37.6%
XOP vs FROG
+307.0%
-269.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.2% |
| 7D | -10.0% | +27.1% | -37.1% | -11.6% |
| 30D | -9.1% | +5.8% | -14.9% | -9.7% |
| 3M | +5.1% | +20.8% | -15.8% | +3.2% |
| 6M | +6.4% | +53.3% | -47.0% | +2.2% |
| YTD | +39.7% | +73.2% | -33.5% | +32.0% |
| 1Y | +37.2% | +80.3% | -43.1% | +28.8% |
| 3Y | +37.6% | +318.3% | -280.7% | +12.0% |
| All | +37.6% | +307.0% | -269.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling