+23.9%
ONDS vs FROG
+29.4%
-5.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.3% |
| 7D | -3.5% | -11.3% | +7.7% | +1.7% |
| 30D | -14.1% | +3.6% | -17.7% | -16.1% |
| 3M | -36.3% | +1.7% | -38.0% | -37.6% |
| 6M | -27.5% | +123.5% | -151.0% | -51.9% |
| YTD | -21.9% | +40.2% | -62.2% | -37.9% |
| 1Y | +43.0% | +81.0% | -38.0% | +0.5% |
| 3Y | +697.1% | +194.8% | +502.3% | +295.9% |
| 5Y | -1.2% | +131.8% | -133.0% | -49.4% |
| All | +23.9% | +29.4% | -5.5% | -17.7% |
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