+436.2%
ONTO vs FROG
+4.7%
+431.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -13.6% | -2.0% | -12.0% |
| 7D | -29.7% | -24.5% | -5.2% | -24.1% |
| 30D | -50.3% | -24.3% | -26.0% | -46.4% |
| 3M | -43.5% | -11.7% | -31.8% | -41.9% |
| 6M | -48.9% | +37.1% | -86.0% | -53.7% |
| YTD | -1.2% | +19.5% | -20.7% | -9.8% |
| 1Y | +14.9% | +61.8% | -46.9% | -4.4% |
| 3Y | +31.2% | +178.1% | -146.9% | -13.1% |
| 5Y | +68.1% | +91.2% | -23.2% | +11.4% |
| All | +436.2% | +4.7% | +431.5% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling