+24.8%
OTIS vs FROG
+24.4%
+0.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.1% |
| 7D | -5.0% | -2.2% | -2.9% | -4.9% |
| 30D | -6.5% | +3.0% | -9.4% | -6.7% |
| 3M | -2.0% | +10.3% | -12.3% | -2.7% |
| 6M | -20.2% | +116.7% | -136.9% | -24.4% |
| YTD | -21.0% | +41.9% | -62.9% | -23.4% |
| 1Y | -20.9% | +78.5% | -99.4% | -24.9% |
| 3Y | -13.3% | +224.1% | -237.5% | -23.8% |
| 5Y | -18.5% | +142.4% | -160.9% | -29.9% |
| All | +24.8% | +24.4% | +0.5% | +8.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling