+58.5%
ON vs FROG
+125.4%
-66.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -2.2% | -5.5% | +3.3% | -0.9% |
| 30D | -12.4% | -3.1% | -9.3% | -12.1% |
| 3M | -41.2% | +1.2% | -42.4% | -42.3% |
| 6M | +25.0% | +113.7% | -88.7% | -1.0% |
| YTD | +31.3% | +38.9% | -7.6% | +14.2% |
| 1Y | +45.4% | +72.0% | -26.6% | +16.6% |
| 3Y | -27.4% | +217.1% | -244.5% | -58.2% |
| 5Y | +58.5% | +130.6% | -72.1% | -7.9% |
| All | +58.5% | +125.4% | -66.9% | -7.9% |
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