+177.8%
FROG vs OUST
-49.4%
+227.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | +17.0% | +31.9% | -14.9% | +12.2% |
| 30D | +1.3% | -4.2% | +5.5% | +2.1% |
| 3M | +17.5% | -9.3% | +26.8% | +18.4% |
| 6M | +46.8% | +51.7% | -4.9% | +30.8% |
| YTD | +65.8% | +76.6% | -10.8% | +41.3% |
| 1Y | +61.0% | +48.9% | +12.1% | +40.5% |
| 3Y | +296.7% | +675.3% | -378.5% | +116.2% |
| 5Y | +177.8% | -44.0% | +221.9% | +184.5% |
| All | +177.8% | -49.4% | +227.3% | +184.5% |
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