+38.3%
OVV vs FROG
+274.0%
-235.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -36.0% | -3.4% |
| 7D | -16.7% | +7.0% | -23.6% | -17.3% |
| 30D | -1.5% | +2.9% | -4.4% | -2.2% |
| 3M | +1.6% | +21.6% | -20.0% | -0.9% |
| 6M | +2.0% | +87.7% | -85.6% | -5.6% |
| YTD | +56.8% | +61.7% | -4.9% | +46.3% |
| 1Y | +64.8% | +113.7% | -48.8% | +46.2% |
| 3Y | +38.3% | +267.7% | -229.5% | +7.7% |
| All | +38.3% | +274.0% | -235.7% | +7.7% |
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