-29.7%
OWL vs FROG
+83.7%
-113.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.1% |
| 7D | -2.2% | -11.3% | +9.0% | 0.0% |
| 30D | +3.7% | +3.6% | 0.0% | +2.8% |
| 3M | +17.5% | +1.7% | +15.8% | +16.4% |
| 6M | +18.5% | +123.5% | -105.0% | +1.7% |
| YTD | -16.3% | +40.2% | -56.6% | -23.0% |
| 1Y | -29.7% | +81.0% | -110.7% | -39.1% |
| All | -29.7% | +83.7% | -113.4% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling