-92.2%
OPEN vs FROG
+55.2%
-147.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.0% | -10.5% | -9.9% |
| 7D | -31.0% | +48.2% | -79.2% | -46.5% |
| 30D | -41.5% | +11.4% | -52.9% | -48.4% |
| 3M | -64.6% | +28.5% | -93.2% | -71.6% |
| 6M | -73.8% | +63.7% | -137.5% | -81.8% |
| YTD | -78.8% | +77.1% | -155.9% | -87.3% |
| 1Y | -86.8% | +79.3% | -166.2% | -92.2% |
| 3Y | -40.6% | +323.8% | -364.4% | -85.1% |
| 5Y | -94.7% | +198.9% | -293.6% | -98.4% |
| All | -92.2% | +55.2% | -147.4% | -97.1% |
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