+91.5%
OSCR vs FROG
+136.9%
-45.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +10.7% | +1.3% | +9.3% | +9.0% |
| 3M | +13.4% | +11.1% | +2.3% | +6.9% |
| 6M | +144.6% | +108.3% | +36.2% | +77.0% |
| YTD | +128.0% | +39.6% | +88.5% | +87.3% |
| 1Y | +68.7% | +74.7% | -6.1% | +23.3% |
| 3Y | +398.8% | +224.1% | +174.7% | +127.7% |
| All | +91.5% | +136.9% | -45.4% | -7.2% |
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 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