-8.7%
OWL vs FROG
+307.0%
-315.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +4.4% |
| 7D | -2.4% | +27.1% | -29.5% | -7.1% |
| 30D | +9.3% | +5.8% | +3.5% | +7.1% |
| 3M | -11.0% | +20.8% | -31.8% | -15.4% |
| 6M | +2.4% | +53.3% | -50.9% | -7.6% |
| YTD | -26.2% | +73.2% | -99.4% | -36.3% |
| 1Y | -27.4% | +80.3% | -107.7% | -38.1% |
| 3Y | -8.7% | +318.3% | -327.0% | -36.6% |
| All | -8.7% | +307.0% | -315.7% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling