+105.1%
OSCR vs FROG
+83.7%
+21.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.0% | +8.9% |
| 7D | +15.5% | -14.1% | +29.5% | +17.7% |
| 30D | +8.5% | -11.8% | +20.3% | +9.9% |
| 3M | +15.8% | +0.1% | +15.7% | +14.4% |
| 6M | +89.5% | +64.2% | +25.3% | +72.2% |
| YTD | +144.9% | +38.2% | +106.7% | +122.9% |
| 1Y | +105.1% | +85.4% | +19.7% | +77.2% |
| All | +105.1% | +83.7% | +21.4% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling