+45.4%
ON vs FROG
+73.6%
-28.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.4% |
| 7D | -2.2% | -5.5% | +3.3% | -2.0% |
| 30D | -12.4% | -3.1% | -9.3% | -12.2% |
| 3M | -41.2% | +1.2% | -42.4% | -41.0% |
| 6M | +25.0% | +113.7% | -88.7% | +19.4% |
| YTD | +31.3% | +38.9% | -7.6% | +29.0% |
| 1Y | +45.4% | +72.0% | -26.6% | +42.4% |
| All | +45.4% | +73.6% | -28.1% | +42.4% |
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 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