+81.0%
FROG vs URA
+17.2%
+63.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -11.3% | +1.1% | -12.4% | -11.4% |
| 30D | +3.6% | +7.4% | -3.7% | +2.6% |
| 3M | +1.7% | -8.4% | +10.1% | +2.1% |
| 6M | +123.5% | -12.7% | +136.2% | +122.8% |
| YTD | +40.2% | +7.8% | +32.5% | +34.9% |
| 1Y | +81.0% | +19.5% | +61.5% | +67.6% |
| All | +81.0% | +17.2% | +63.7% | +67.6% |
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