+35.2%
FROG vs UEC
+886.3%
-851.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.3% | -6.9% | -4.3% | -10.3% |
| 30D | +3.6% | +7.6% | -4.0% | +2.5% |
| 3M | +1.7% | -18.4% | +20.1% | +3.9% |
| 6M | +123.5% | -23.3% | +146.8% | +127.4% |
| YTD | +40.2% | -1.2% | +41.4% | +36.0% |
| 1Y | +81.0% | +2.3% | +78.7% | +72.0% |
| 3Y | +194.8% | +162.3% | +32.5% | +127.4% |
| 5Y | +131.8% | +287.2% | -155.4% | +60.1% |
| All | +35.2% | +886.3% | -851.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 all: compounded portfolio wealth divided by compounded UEC 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…
all analysis · Full analysis span regression · 6 months rolling