-5.1%
OSCR vs FROG
+62.7%
-67.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | +10.7% | -5.5% | +16.2% | +12.7% |
| 30D | +18.3% | -3.1% | +21.4% | +18.4% |
| 3M | +20.5% | +1.2% | +19.3% | +17.6% |
| 6M | +138.5% | +113.7% | +24.8% | +73.4% |
| YTD | +129.7% | +38.9% | +90.9% | +90.6% |
| 1Y | +62.8% | +72.0% | -9.2% | +21.6% |
| 3Y | +411.8% | +217.1% | +194.7% | +153.2% |
| 5Y | +99.9% | +130.6% | -30.7% | -0.4% |
| All | -5.1% | +62.7% | -67.8% | -51.6% |
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 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