+46.2%
FROG vs OUST
-60.2%
+106.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.7% | +5.3% |
| 7D | +27.1% | +36.7% | -9.6% | +21.1% |
| 30D | +5.8% | -3.3% | +9.2% | +6.5% |
| 3M | +20.8% | -11.1% | +32.0% | +22.3% |
| 6M | +53.3% | +53.1% | +0.3% | +36.0% |
| YTD | +73.2% | +78.2% | -5.0% | +46.8% |
| 1Y | +80.3% | +50.0% | +30.3% | +56.6% |
| 3Y | +318.3% | +836.2% | -517.8% | +116.9% |
| 5Y | +179.9% | -50.0% | +229.9% | +142.1% |
| All | +46.2% | -60.2% | +106.4% | +33.6% |
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