-80.7%
OPEN vs FROG
+21.7%
-102.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +1.0% | -5.5% | +6.5% | +3.8% |
| 30D | -11.9% | -3.1% | -8.8% | -11.5% |
| 3M | -28.8% | +1.2% | -30.0% | -30.8% |
| 6M | -38.6% | +113.7% | -152.3% | -61.9% |
| YTD | -47.3% | +38.9% | -86.2% | -61.3% |
| 1Y | -49.2% | +72.0% | -121.2% | -68.4% |
| 3Y | -18.8% | +217.1% | -235.9% | -74.1% |
| 5Y | -83.6% | +130.6% | -214.2% | -93.9% |
| All | -80.7% | +21.7% | -102.4% | -91.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling