+36.5%
FROG vs OUST
-64.1%
+100.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +14.0% | +21.3% | +32.9% |
| 7D | +7.0% | +17.0% | -10.0% | +4.6% |
| 30D | +2.9% | -16.5% | +19.4% | +6.1% |
| 3M | +21.6% | -23.7% | +45.3% | +26.1% |
| 6M | +87.7% | +18.4% | +69.3% | +73.1% |
| YTD | +61.7% | +60.8% | +0.9% | +39.5% |
| 1Y | +113.7% | +44.2% | +69.5% | +87.3% |
| 3Y | +267.7% | +668.1% | -400.4% | +97.9% |
| 5Y | +158.8% | -48.8% | +207.6% | +122.3% |
| All | +36.5% | -64.1% | +100.6% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling