-16.8%
OPEN vs FROG
+198.7%
-215.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.4% |
| 7D | -4.3% | -11.3% | +7.0% | -1.6% |
| 30D | -16.2% | +3.6% | -19.9% | -17.2% |
| 3M | -36.4% | +1.7% | -38.0% | -37.0% |
| 6M | -35.5% | +123.5% | -159.0% | -47.6% |
| YTD | -46.0% | +40.2% | -86.2% | -51.9% |
| 1Y | -47.1% | +81.0% | -128.1% | -57.0% |
| All | -16.8% | +198.7% | -215.4% | -53.9% |
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