-94.7%
OPEN vs FROG
+207.6%
-302.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.4% | -4.8% |
| 7D | -15.0% | +12.5% | -27.5% | -19.2% |
| 30D | -40.2% | +23.5% | -63.7% | -49.6% |
| 3M | -67.4% | +19.4% | -86.8% | -72.6% |
| 6M | -74.0% | +77.0% | -151.0% | -82.6% |
| YTD | -79.6% | +81.9% | -161.5% | -88.0% |
| 1Y | -86.1% | +90.7% | -176.8% | -92.1% |
| 3Y | -41.4% | +328.5% | -369.9% | -87.8% |
| All | -94.7% | +207.6% | -302.3% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling