+586.2%
OVV vs FROG
+41.7%
+544.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -36.0% | -4.3% |
| 7D | -16.7% | +7.0% | -23.6% | -17.7% |
| 30D | -1.5% | +2.9% | -4.4% | -2.5% |
| 3M | +1.6% | +21.6% | -20.0% | -1.8% |
| 6M | +2.0% | +87.7% | -85.6% | -7.3% |
| YTD | +56.8% | +61.7% | -4.9% | +43.3% |
| 1Y | +64.8% | +113.7% | -48.8% | +43.8% |
| 3Y | +38.3% | +267.7% | -229.5% | +8.0% |
| 5Y | +84.9% | +158.8% | -73.9% | +41.9% |
| All | +586.2% | +41.7% | +544.5% | +435.2% |
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