+90.7%
FROG vs OUST
+40.1%
+50.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.2% | +4.3% |
| 7D | +12.5% | -3.8% | +16.3% | +13.1% |
| 30D | +23.5% | +5.1% | +18.5% | +22.6% |
| 3M | +19.4% | -25.8% | +45.2% | +22.4% |
| 6M | +77.0% | -2.0% | +79.0% | +72.4% |
| YTD | +81.9% | +54.7% | +27.2% | +53.4% |
| 1Y | +90.7% | +48.8% | +41.9% | +62.4% |
| All | +90.7% | +40.1% | +50.5% | +62.4% |
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