-80.2%
OPEN vs FROG
+22.9%
-103.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +2.3% |
| 7D | -4.3% | -11.3% | +7.0% | +1.5% |
| 30D | -16.2% | +3.6% | -19.9% | -18.7% |
| 3M | -36.4% | +1.7% | -38.0% | -38.3% |
| 6M | -35.5% | +123.5% | -159.0% | -60.9% |
| YTD | -46.0% | +40.2% | -86.2% | -60.5% |
| 1Y | -47.1% | +81.0% | -128.1% | -68.1% |
| 3Y | -19.0% | +194.8% | -213.8% | -72.5% |
| 5Y | -83.6% | +131.8% | -215.4% | -93.9% |
| All | -80.2% | +22.9% | -103.1% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling