-28.4%
OWL vs FROG
+85.3%
-113.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | +1.5% | +12.5% | -11.0% | -0.1% |
| 30D | +13.4% | +23.5% | -10.1% | +9.3% |
| 3M | -21.2% | +19.4% | -40.6% | -23.9% |
| 6M | +4.0% | +77.0% | -73.0% | -6.4% |
| YTD | -29.0% | +81.9% | -110.9% | -37.4% |
| 1Y | -28.4% | +90.7% | -119.1% | -38.4% |
| All | -28.4% | +85.3% | -113.7% | -38.4% |
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