+237.3%
ON vs FROG
+22.9%
+214.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +2.4% | -11.3% | +13.7% | +5.0% |
| 30D | -3.3% | +3.6% | -6.9% | -4.4% |
| 3M | -43.6% | +1.7% | -45.2% | -44.6% |
| 6M | +19.0% | +123.5% | -104.6% | -4.9% |
| YTD | +37.4% | +40.2% | -2.9% | +20.6% |
| 1Y | +54.8% | +81.0% | -26.2% | +25.1% |
| 3Y | -25.2% | +194.8% | -219.9% | -51.7% |
| 5Y | +62.7% | +131.8% | -69.1% | +1.9% |
| All | +237.3% | +22.9% | +214.4% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling