+395.9%
OSCR vs FROG
+224.1%
+171.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +1.1% | -2.2% | +3.2% | +1.5% |
| 30D | +16.5% | +3.0% | +13.5% | +15.2% |
| 3M | +17.0% | +10.3% | +6.7% | +13.5% |
| 6M | +145.0% | +116.7% | +28.3% | +103.8% |
| YTD | +126.7% | +41.9% | +84.8% | +103.6% |
| 1Y | +67.2% | +78.5% | -11.3% | +40.9% |
| All | +395.9% | +224.1% | +171.8% | +203.6% |
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