+639.3%
ONTO vs FROG
+53.7%
+585.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.1% | +7.3% |
| 7D | +16.4% | +26.8% | -10.5% | +8.8% |
| 30D | -21.4% | +10.6% | -32.0% | -23.9% |
| 3M | -32.7% | +27.2% | -59.9% | -37.7% |
| 6M | -25.2% | +58.7% | -83.9% | -35.0% |
| YTD | +36.2% | +75.3% | -39.1% | +11.6% |
| 1Y | +61.2% | +71.1% | -9.9% | +32.7% |
| 3Y | +58.7% | +319.6% | -260.9% | -6.4% |
| 5Y | +143.6% | +195.7% | -52.0% | +43.9% |
| All | +639.3% | +53.7% | +585.6% | +353.7% |
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