-3.9%
ONON vs FROG
+213.8%
-217.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.0% |
| 7D | -10.0% | +12.5% | -22.5% | -12.7% |
| 30D | -5.3% | +23.5% | -28.8% | -12.7% |
| 3M | +6.5% | +19.4% | -12.9% | -1.8% |
| 6M | -5.0% | +77.0% | -82.0% | -23.8% |
| YTD | -27.6% | +81.9% | -109.5% | -45.4% |
| 1Y | -20.7% | +90.7% | -111.4% | -41.5% |
| 3Y | +26.6% | +328.5% | -301.9% | -46.9% |
| 5Y | -9.6% | +207.0% | -216.6% | -54.5% |
| All | -3.9% | +213.8% | -217.7% | -52.4% |
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