+579.0%
ONTO vs FROG
+45.3%
+533.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.9% |
| 7D | -2.4% | +17.0% | -19.4% | -6.8% |
| 30D | -32.9% | +1.3% | -34.2% | -33.6% |
| 3M | -32.2% | +17.5% | -49.7% | -35.9% |
| 6M | -30.6% | +46.8% | -77.4% | -38.5% |
| YTD | +25.1% | +65.8% | -40.7% | +4.0% |
| 1Y | +40.0% | +61.0% | -21.0% | +17.1% |
| 3Y | +45.7% | +296.7% | -251.0% | -12.8% |
| 5Y | +128.8% | +177.8% | -49.1% | +37.2% |
| All | +579.0% | +45.3% | +533.7% | +322.7% |
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 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