+495.7%
ONTO vs FROG
+41.7%
+454.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +35.3% | -24.2% | +1.7% |
| 7D | -14.0% | +7.0% | -21.0% | -16.0% |
| 30D | -43.1% | +2.9% | -46.0% | -43.9% |
| 3M | -35.5% | +21.6% | -57.1% | -39.5% |
| 6M | -41.1% | +87.7% | -128.7% | -51.3% |
| YTD | +9.8% | +61.7% | -51.9% | -8.2% |
| 1Y | +31.5% | +113.7% | -82.1% | +0.9% |
| 3Y | +45.2% | +267.7% | -222.6% | -11.3% |
| 5Y | +86.7% | +158.8% | -72.1% | +13.3% |
| All | +495.7% | +41.7% | +454.0% | +273.1% |
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