+104.4%
OVV vs FROG
+199.5%
-95.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +6.5% | +48.2% | -41.7% | +1.0% |
| 30D | -2.7% | +11.4% | -14.1% | -4.7% |
| 3M | +3.1% | +28.5% | -25.4% | -1.2% |
| 6M | +12.8% | +63.7% | -50.9% | +3.7% |
| YTD | +68.1% | +77.1% | -8.9% | +50.0% |
| 1Y | +73.6% | +79.3% | -5.7% | +54.2% |
| 3Y | +57.6% | +323.8% | -266.2% | +13.3% |
| All | +104.4% | +199.5% | -95.1% | +55.1% |
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 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