+80.6%
OMC vs FROG
+22.5%
+58.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | -4.2% | -4.8% | +0.6% | -3.9% |
| 30D | -7.5% | -0.9% | -6.6% | -7.6% |
| 3M | +4.6% | +7.5% | -2.8% | +3.7% |
| 6M | -4.8% | +107.0% | -111.9% | -10.6% |
| YTD | -1.0% | +39.8% | -40.8% | -4.8% |
| 1Y | +3.8% | +74.8% | -71.0% | -2.3% |
| 3Y | +10.2% | +219.3% | -209.1% | -3.5% |
| 5Y | +29.7% | +133.0% | -103.3% | +9.7% |
| All | +80.6% | +22.5% | +58.1% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling