+630.9%
OVV vs FROG
+22.9%
+608.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | +0.3% | -11.3% | +11.5% | +1.5% |
| 30D | +11.7% | +3.6% | +8.1% | +10.9% |
| 3M | +9.8% | +1.7% | +8.1% | +8.8% |
| 6M | +26.6% | +123.5% | -97.0% | +12.7% |
| YTD | +67.0% | +40.2% | +26.8% | +56.3% |
| 1Y | +55.9% | +81.0% | -25.1% | +39.6% |
| 3Y | +45.5% | +194.8% | -149.3% | +17.4% |
| 5Y | +157.3% | +131.8% | +25.5% | +101.8% |
| All | +630.9% | +22.9% | +608.0% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling