+600.0%
ONTO vs FROG
+59.4%
+540.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.6% |
| 7D | +17.5% | +12.5% | +5.0% | +14.0% |
| 30D | -15.7% | +23.5% | -39.2% | -20.7% |
| 3M | -39.7% | +19.4% | -59.1% | -43.2% |
| 6M | -26.5% | +77.0% | -103.5% | -37.9% |
| YTD | +29.0% | +81.9% | -52.9% | +4.6% |
| 1Y | +57.0% | +90.7% | -33.7% | +25.5% |
| 3Y | +50.0% | +328.5% | -278.5% | -12.0% |
| 5Y | +127.3% | +207.0% | -79.8% | +32.9% |
| All | +600.0% | +59.4% | +540.6% | +325.2% |
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 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