+48.2%
OVV vs FROG
+198.7%
-150.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.5% |
| 7D | +0.3% | -11.3% | +11.5% | +1.2% |
| 30D | +11.7% | +3.6% | +8.1% | +11.1% |
| 3M | +9.8% | +1.7% | +8.1% | +9.0% |
| 6M | +26.6% | +123.5% | -97.0% | +14.9% |
| YTD | +67.0% | +40.2% | +26.8% | +58.7% |
| 1Y | +55.9% | +81.0% | -25.1% | +41.5% |
| All | +48.2% | +198.7% | -150.4% | +20.0% |
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 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