+198.2%
FROG vs UMAC
+195.7%
+2.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.4% |
| 7D | +48.2% | +10.1% | +38.1% | +47.6% |
| 30D | +11.4% | -39.1% | +50.5% | +14.3% |
| 3M | +28.5% | -56.2% | +84.8% | +33.4% |
| 6M | +63.7% | -16.2% | +79.9% | +64.6% |
| YTD | +77.1% | -7.1% | +84.2% | +76.2% |
| 1Y | +79.3% | +10.3% | +69.1% | +77.1% |
| All | +198.2% | +195.7% | +2.4% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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