-20.0%
ONON vs FROG
+142.0%
-162.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.3% |
| 7D | -3.0% | -11.3% | +8.3% | +0.4% |
| 30D | -26.7% | +3.6% | -30.4% | -27.9% |
| 3M | -25.3% | +1.7% | -27.0% | -27.0% |
| 6M | -35.3% | +123.5% | -158.8% | -52.8% |
| YTD | -39.8% | +40.2% | -80.0% | -49.8% |
| 1Y | -39.2% | +81.0% | -120.2% | -55.6% |
| 3Y | -4.2% | +194.8% | -199.0% | -52.7% |
| All | -20.0% | +142.0% | -162.0% | -56.2% |
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