-13.5%
ONDS vs FROG
+63.3%
-76.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.6% |
| 7D | +17.7% | +48.2% | -30.5% | -2.2% |
| 30D | -20.7% | +11.4% | -32.1% | -24.9% |
| 3M | -45.5% | +28.5% | -74.1% | -52.3% |
| 6M | -41.2% | +63.7% | -104.9% | -54.2% |
| YTD | -45.5% | +77.1% | -122.6% | -61.4% |
| 1Y | -3.4% | +79.3% | -82.8% | -31.8% |
| 3Y | +779.3% | +323.8% | +455.6% | +261.0% |
| 5Y | -48.5% | +198.9% | -247.4% | -76.6% |
| All | -13.5% | +63.3% | -76.8% | -48.9% |
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 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