-4.5%
OWL vs FROG
+125.4%
-129.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -3.9% | -5.5% | +1.6% | -2.6% |
| 30D | -3.7% | -3.1% | -0.5% | -3.2% |
| 3M | +21.4% | +1.2% | +20.2% | +20.1% |
| 6M | +18.3% | +113.7% | -95.3% | -3.9% |
| YTD | -20.1% | +38.9% | -59.0% | -28.9% |
| 1Y | -32.8% | +72.0% | -104.8% | -44.1% |
| 3Y | +8.6% | +217.1% | -208.6% | -28.9% |
| 5Y | -4.5% | +130.6% | -135.1% | -39.4% |
| All | -4.5% | +125.4% | -129.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling