-37.3%
ONON vs FROG
+76.4%
-113.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -5.3% | -2.2% | -3.2% | -5.3% |
| 30D | -13.1% | +3.0% | -16.1% | -13.1% |
| 3M | -29.3% | +10.3% | -39.7% | -29.1% |
| 6M | -34.5% | +116.7% | -151.2% | -33.9% |
| YTD | -42.2% | +41.9% | -84.2% | -41.5% |
| 1Y | -37.3% | +78.5% | -115.9% | -36.1% |
| All | -37.3% | +76.4% | -113.7% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling