+155.1%
XOP vs FROG
+129.7%
+25.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +2.6% | -11.3% | +13.8% | +3.7% |
| 30D | +15.4% | +3.6% | +11.8% | +14.7% |
| 3M | +12.1% | +1.7% | +10.4% | +11.1% |
| 6M | +19.7% | +123.5% | -103.8% | +7.5% |
| YTD | +52.4% | +40.2% | +12.1% | +43.5% |
| 1Y | +47.6% | +81.0% | -33.4% | +33.1% |
| 3Y | +34.4% | +194.8% | -160.4% | +8.4% |
| All | +155.1% | +129.7% | +25.4% | +127.8% |
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