-91.1%
OPEN vs FROG
+51.8%
-142.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -2.3% |
| 7D | -21.7% | +27.1% | -48.8% | -34.8% |
| 30D | -36.5% | +5.8% | -42.3% | -42.7% |
| 3M | -59.5% | +20.8% | -80.4% | -66.6% |
| 6M | -71.9% | +53.3% | -125.2% | -79.8% |
| YTD | -75.8% | +73.2% | -149.0% | -85.4% |
| 1Y | -78.5% | +80.3% | -158.8% | -87.4% |
| 3Y | -30.2% | +318.3% | -348.5% | -82.5% |
| 5Y | -93.3% | +179.9% | -273.2% | -97.9% |
| All | -91.1% | +51.8% | -142.9% | -96.6% |
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 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