-23.3%
ONON vs FROG
+141.2%
-164.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -3.5% | -4.8% | +1.4% | -2.1% |
| 30D | -30.8% | -0.9% | -29.8% | -30.9% |
| 3M | -29.8% | +7.5% | -37.3% | -32.5% |
| 6M | -34.8% | +107.0% | -141.8% | -51.2% |
| YTD | -42.3% | +39.8% | -82.1% | -51.8% |
| 1Y | -39.5% | +74.8% | -114.4% | -55.2% |
| 3Y | -9.3% | +219.3% | -228.6% | -57.4% |
| All | -23.3% | +141.2% | -164.5% | -58.0% |
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