+67.0%
FROG vs URA
+246.7%
-179.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.9% | +5.2% |
| 7D | +27.1% | +4.3% | +22.8% | +26.0% |
| 30D | +5.8% | -11.7% | +17.5% | +10.4% |
| 3M | +20.8% | -23.5% | +44.4% | +31.0% |
| 6M | +53.3% | -37.8% | +91.1% | +75.3% |
| YTD | +73.2% | -19.6% | +92.8% | +78.4% |
| 1Y | +80.3% | -24.8% | +105.1% | +89.2% |
| 3Y | +318.3% | +47.0% | +271.4% | +231.0% |
| 5Y | +179.9% | +35.4% | +144.5% | +111.7% |
| All | +67.0% | +246.7% | -179.8% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling