+30.9%
OWL vs FROG
+26.1%
+4.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -10.1% | -0.5% | -9.6% | -10.1% |
| 30D | -11.9% | +1.3% | -13.3% | -12.4% |
| 3M | +10.7% | +11.1% | -0.4% | +7.6% |
| 6M | +22.1% | +108.3% | -86.2% | +2.2% |
| YTD | -24.8% | +39.6% | -64.4% | -32.3% |
| 1Y | -39.2% | +74.7% | -113.9% | -48.5% |
| 3Y | +1.7% | +224.1% | -222.3% | -29.0% |
| 5Y | -15.5% | +138.4% | -153.9% | -43.1% |
| All | +30.9% | +26.1% | +4.8% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling