-16.1%
ONDS vs FROG
+67.8%
-83.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.2% |
| 7D | -3.3% | +12.5% | -15.8% | -8.2% |
| 30D | -16.0% | +23.5% | -39.5% | -24.1% |
| 3M | -42.1% | +19.4% | -61.5% | -47.2% |
| 6M | -41.8% | +77.0% | -118.8% | -56.2% |
| YTD | -47.1% | +81.9% | -129.0% | -63.1% |
| 1Y | -21.3% | +90.7% | -112.0% | -45.9% |
| 3Y | +695.1% | +328.5% | +366.6% | +224.9% |
| 5Y | -50.0% | +207.0% | -257.1% | -77.6% |
| All | -16.1% | +67.8% | -83.9% | -51.1% |
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