+91.2%
FROG vs OUST
-56.4%
+147.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -12.2% |
| 7D | -24.5% | -5.0% | -19.5% | -23.9% |
| 30D | -24.3% | -32.0% | +7.8% | -19.7% |
| 3M | -11.7% | -32.4% | +20.6% | -7.1% |
| 6M | +37.1% | +6.7% | +30.4% | +28.4% |
| YTD | +19.5% | +41.0% | -21.6% | +5.2% |
| 1Y | +61.8% | +18.0% | +43.8% | +46.2% |
| 3Y | +178.1% | +560.6% | -382.5% | +53.7% |
| 5Y | +91.2% | -55.1% | +146.4% | +93.7% |
| All | +91.2% | -56.4% | +147.6% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling