+695.1%
ONDS vs FROG
+335.2%
+359.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.0% |
| 7D | -3.3% | +12.5% | -15.8% | -7.4% |
| 30D | -16.0% | +23.5% | -39.5% | -22.8% |
| 3M | -42.1% | +19.4% | -61.5% | -46.3% |
| 6M | -41.8% | +77.0% | -118.8% | -53.3% |
| YTD | -47.1% | +81.9% | -129.0% | -59.6% |
| 1Y | -21.3% | +90.7% | -112.0% | -40.6% |
| 3Y | +695.1% | +328.5% | +366.6% | +445.3% |
| All | +695.1% | +335.2% | +359.8% | +445.3% |
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