+76.5%
XOP vs FROG
+182.9%
-106.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.4% |
| 7D | -10.0% | +27.1% | -37.1% | -12.5% |
| 30D | -9.1% | +5.8% | -14.9% | -10.1% |
| 3M | +5.1% | +20.8% | -15.8% | +2.2% |
| 6M | +6.4% | +53.3% | -47.0% | +0.3% |
| YTD | +39.7% | +73.2% | -33.5% | +28.2% |
| 1Y | +37.2% | +80.3% | -43.1% | +24.9% |
| 3Y | +37.6% | +318.3% | -280.7% | +6.3% |
| 5Y | +76.5% | +179.9% | -103.4% | +50.1% |
| All | +76.5% | +182.9% | -106.4% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling