+85.4%
FROG vs OUST
+11.1%
+74.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +15.7% | -18.2% | -4.7% |
| 7D | -14.1% | -0.2% | -13.9% | -14.2% |
| 30D | -11.8% | -24.0% | +12.2% | -9.1% |
| 3M | +0.1% | -29.9% | +30.0% | +3.7% |
| 6M | +64.2% | +19.1% | +45.1% | +51.3% |
| YTD | +38.2% | +55.0% | -16.8% | +11.6% |
| 1Y | +85.4% | +21.2% | +64.2% | +68.4% |
| All | +85.4% | +11.1% | +74.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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