-2.2%
ONDS vs FROG
+136.2%
-138.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.1% |
| 30D | -25.6% | +3.0% | -28.5% | -27.0% |
| 3M | -22.1% | +10.3% | -32.4% | -26.5% |
| 6M | -27.6% | +116.7% | -144.3% | -50.8% |
| YTD | -25.7% | +41.9% | -67.6% | -40.9% |
| 1Y | +30.4% | +78.5% | -48.1% | -7.3% |
| 3Y | +695.0% | +224.1% | +470.8% | +276.0% |
| 5Y | -2.2% | +142.4% | -144.6% | -58.9% |
| All | -2.2% | +136.2% | -138.4% | -58.9% |
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