+598.5%
OVV vs FROG
+45.3%
+553.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.3% |
| 7D | -7.3% | +17.0% | -24.3% | -9.3% |
| 30D | -3.6% | +1.3% | -4.9% | -4.4% |
| 3M | -2.6% | +17.5% | -20.1% | -5.4% |
| 6M | +7.6% | +46.8% | -39.2% | +1.1% |
| YTD | +59.6% | +65.8% | -6.2% | +45.4% |
| 1Y | +62.2% | +61.0% | +1.2% | +48.1% |
| 3Y | +49.6% | +296.7% | -247.1% | +15.6% |
| 5Y | +98.9% | +177.8% | -78.9% | +51.8% |
| All | +598.5% | +45.3% | +553.2% | +443.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling