+16.7%
FROG vs OUST
-65.4%
+82.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +15.7% | -18.2% | -4.9% |
| 7D | -14.1% | -0.2% | -13.9% | -14.2% |
| 30D | -11.8% | -24.0% | +12.2% | -8.2% |
| 3M | +0.1% | -29.9% | +30.0% | +4.7% |
| 6M | +64.2% | +19.1% | +45.1% | +50.5% |
| YTD | +38.2% | +55.0% | -16.8% | +19.4% |
| 1Y | +85.4% | +21.2% | +64.2% | +66.2% |
| 3Y | +221.8% | +626.0% | -404.2% | +74.1% |
| 5Y | +143.6% | -51.6% | +195.2% | +110.1% |
| All | +16.7% | -65.4% | +82.1% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling