-10.6%
OTIS vs FROG
+202.6%
-213.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -0.8% | -5.5% | +4.7% | -0.6% |
| 30D | -4.7% | -3.1% | -1.6% | -4.7% |
| 3M | +1.2% | +1.2% | 0.0% | +1.1% |
| 6M | -20.5% | +113.7% | -134.2% | -22.9% |
| YTD | -18.4% | +38.9% | -57.3% | -19.6% |
| 1Y | -18.1% | +72.0% | -90.1% | -20.5% |
| 3Y | -10.6% | +217.1% | -227.7% | -22.5% |
| All | -10.6% | +202.6% | -213.2% | -22.5% |
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