-16.1%
OTIS vs FROG
+125.4%
-141.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -0.8% | -5.5% | +4.7% | -0.4% |
| 30D | -4.7% | -3.1% | -1.6% | -4.7% |
| 3M | +1.2% | +1.2% | 0.0% | +0.8% |
| 6M | -20.5% | +113.7% | -134.2% | -25.8% |
| YTD | -18.4% | +38.9% | -57.3% | -21.5% |
| 1Y | -18.1% | +72.0% | -90.1% | -23.2% |
| 3Y | -10.6% | +217.1% | -227.7% | -25.1% |
| 5Y | -16.1% | +130.6% | -146.7% | -30.6% |
| All | -16.1% | +125.4% | -141.5% | -30.6% |
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 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