-24.5%
ON vs FROG
+206.6%
-231.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.4% |
| 7D | +2.4% | -11.3% | +13.7% | +3.9% |
| 30D | -3.3% | +3.6% | -6.9% | -3.8% |
| 3M | -43.6% | +1.7% | -45.2% | -44.0% |
| 6M | +19.0% | +123.5% | -104.6% | +4.0% |
| YTD | +37.4% | +40.2% | -2.9% | +27.8% |
| 1Y | +54.8% | +81.0% | -26.2% | +36.2% |
| All | -24.5% | +206.6% | -231.1% | -43.3% |
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 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