+158.3%
OVV vs FROG
+129.7%
+28.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.3% |
| 7D | +0.3% | -11.3% | +11.5% | +1.7% |
| 30D | +11.7% | +3.6% | +8.1% | +10.8% |
| 3M | +9.8% | +1.7% | +8.1% | +8.6% |
| 6M | +26.6% | +123.5% | -97.0% | +10.6% |
| YTD | +67.0% | +40.2% | +26.8% | +54.8% |
| 1Y | +55.9% | +81.0% | -25.1% | +36.8% |
| 3Y | +45.5% | +194.8% | -149.3% | +11.4% |
| All | +158.3% | +129.7% | +28.7% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling