+201.1%
FROG vs OUST
+554.0%
-352.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -11.3% | +5.2% | -16.5% | -11.8% |
| 30D | +3.6% | -19.3% | +22.9% | +6.1% |
| 3M | +1.7% | -22.6% | +24.3% | +2.5% |
| 6M | +123.5% | +62.8% | +60.7% | +101.2% |
| YTD | +40.2% | +68.3% | -28.1% | +24.9% |
| 1Y | +81.0% | +28.5% | +52.4% | +64.0% |
| All | +201.1% | +554.0% | -352.9% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling