-30.0%
OPEN vs FROG
+274.0%
-304.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +35.3% | -57.1% | -25.9% |
| 7D | -22.2% | +7.0% | -29.2% | -23.0% |
| 30D | -38.3% | +2.9% | -41.2% | -38.5% |
| 3M | -59.4% | +21.6% | -81.0% | -61.0% |
| 6M | -74.4% | +87.7% | -162.0% | -77.5% |
| YTD | -76.0% | +61.7% | -137.7% | -78.8% |
| 1Y | -78.7% | +113.7% | -192.3% | -82.6% |
| 3Y | -30.0% | +267.7% | -297.7% | -61.9% |
| All | -30.0% | +274.0% | -304.0% | -61.9% |
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