+25.7%
ODFL vs FROG
+83.7%
-58.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.1% |
| 7D | -6.3% | -11.3% | +5.0% | -6.2% |
| 30D | -13.6% | +3.6% | -17.2% | -13.4% |
| 3M | -24.2% | +1.7% | -25.8% | -23.9% |
| 6M | -13.8% | +123.5% | -137.3% | -12.4% |
| YTD | +19.0% | +40.2% | -21.2% | +20.8% |
| 1Y | +25.7% | +81.0% | -55.3% | +24.3% |
| All | +25.7% | +83.7% | -58.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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