+91.5%
ONTO vs FROG
+160.8%
-69.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +35.3% | -24.2% | +0.6% |
| 7D | -14.0% | +7.0% | -21.0% | -16.3% |
| 30D | -43.1% | +2.9% | -46.0% | -44.0% |
| 3M | -35.5% | +21.6% | -57.1% | -40.0% |
| 6M | -41.1% | +87.7% | -128.7% | -52.6% |
| YTD | +9.8% | +61.7% | -51.9% | -10.5% |
| 1Y | +31.5% | +113.7% | -82.1% | -3.2% |
| 3Y | +45.2% | +267.7% | -222.6% | -21.1% |
| All | +91.5% | +160.8% | -69.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling