-41.4%
OPEN vs FROG
+335.2%
-376.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.4% | -4.0% |
| 7D | -15.0% | +12.5% | -27.5% | -16.2% |
| 30D | -40.2% | +23.5% | -63.7% | -42.0% |
| 3M | -67.4% | +19.4% | -86.8% | -68.3% |
| 6M | -74.0% | +77.0% | -151.0% | -76.6% |
| YTD | -79.6% | +81.9% | -161.5% | -82.2% |
| 1Y | -86.1% | +90.7% | -176.8% | -88.1% |
| 3Y | -41.4% | +328.5% | -369.9% | -71.4% |
| All | -41.4% | +335.2% | -376.6% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling