+27.2%
OMC vs FROG
+70.9%
-43.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.5% |
| 7D | +6.8% | +17.0% | -10.2% | +6.4% |
| 30D | +16.2% | +1.3% | +14.9% | +16.4% |
| 3M | +6.0% | +17.5% | -11.4% | +5.1% |
| 6M | +17.7% | +46.8% | -29.1% | +15.0% |
| YTD | +13.5% | +65.8% | -52.3% | +7.1% |
| 1Y | +27.2% | +61.0% | -33.8% | +19.7% |
| All | +27.2% | +70.9% | -43.7% | +19.7% |
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