-83.9%
OPEN vs FROG
+72.4%
-156.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +4.3% |
| 7D | -31.1% | +26.8% | -57.9% | -28.8% |
| 30D | -34.7% | +10.6% | -45.3% | -31.8% |
| 3M | -61.9% | +27.2% | -89.1% | -60.7% |
| 6M | -71.9% | +58.7% | -130.5% | -70.8% |
| YTD | -76.6% | +75.3% | -151.9% | -77.5% |
| 1Y | -83.9% | +71.1% | -155.0% | -84.5% |
| All | -83.9% | +72.4% | -156.3% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling