+215.7%
ON vs FROG
+45.3%
+170.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.6% |
| 7D | -4.1% | +17.0% | -21.1% | -8.0% |
| 30D | -10.2% | +1.3% | -11.5% | -11.5% |
| 3M | -12.7% | +17.5% | -30.2% | -17.2% |
| 6M | -32.5% | +46.8% | -79.3% | -40.2% |
| YTD | +28.6% | +65.8% | -37.2% | +7.3% |
| 1Y | +43.4% | +61.0% | -17.6% | +20.3% |
| 3Y | +3.3% | +296.7% | -293.4% | -39.0% |
| 5Y | +22.5% | +177.8% | -155.3% | -27.0% |
| All | +215.7% | +45.3% | +170.4% | +100.3% |
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