+85.4%
FROG vs URA
-32.2%
+117.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.2% |
| 7D | -14.1% | -10.5% | -3.5% | -11.9% |
| 30D | -11.8% | -18.6% | +6.9% | -7.9% |
| 3M | +0.1% | -23.0% | +23.2% | +5.6% |
| 6M | +64.2% | -40.3% | +104.5% | +77.5% |
| YTD | +38.2% | -23.5% | +61.7% | +38.6% |
| 1Y | +85.4% | -31.1% | +116.5% | +96.6% |
| All | +85.4% | -32.2% | +117.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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