+31.0%
OTIS vs FROG
+22.9%
+8.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -0.7% | -11.3% | +10.5% | -0.1% |
| 30D | -2.0% | +3.6% | -5.6% | -2.3% |
| 3M | +2.6% | +1.7% | +0.9% | +2.2% |
| 6M | -20.9% | +123.5% | -144.5% | -25.3% |
| YTD | -17.1% | +40.2% | -57.4% | -19.6% |
| 1Y | -15.9% | +81.0% | -96.9% | -20.3% |
| 3Y | -12.7% | +194.8% | -207.5% | -22.6% |
| 5Y | -15.7% | +131.8% | -147.5% | -27.4% |
| All | +31.0% | +22.9% | +8.0% | +14.0% |
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