+59.3%
OVV vs FROG
+78.6%
-19.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -0.1% |
| 7D | -10.7% | +27.1% | -37.8% | -10.8% |
| 30D | -5.3% | +5.8% | -11.1% | -5.4% |
| 3M | +2.4% | +20.8% | -18.5% | +2.4% |
| 6M | +5.7% | +53.3% | -47.7% | +5.8% |
| YTD | +56.8% | +73.2% | -16.4% | +52.7% |
| All | +59.3% | +78.6% | -19.3% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling