+14.2%
OMC vs FROG
+202.6%
-188.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.8% | -5.5% | -0.3% | -5.4% |
| 30D | -4.8% | -3.1% | -1.7% | -4.7% |
| 3M | +9.2% | +1.2% | +8.0% | +8.8% |
| 6M | -2.5% | +113.7% | -116.2% | -8.2% |
| YTD | +2.6% | +38.9% | -36.3% | -1.2% |
| 1Y | +5.9% | +72.0% | -66.0% | +0.2% |
| 3Y | +14.2% | +217.1% | -202.9% | -2.4% |
| All | +14.2% | +202.6% | -188.4% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling