+53.4%
OMC vs FROG
+182.9%
-129.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +1.9% |
| 7D | +5.4% | +27.1% | -21.7% | +2.9% |
| 30D | +15.7% | +5.8% | +9.9% | +14.6% |
| 3M | +4.9% | +20.8% | -16.0% | +2.2% |
| 6M | +17.3% | +53.3% | -36.1% | +11.2% |
| YTD | +13.0% | +73.2% | -60.2% | +4.5% |
| 1Y | +24.1% | +80.3% | -56.2% | +14.0% |
| 3Y | +31.2% | +318.3% | -287.1% | +3.8% |
| 5Y | +53.4% | +179.9% | -126.5% | +19.2% |
| All | +53.4% | +182.9% | -129.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling