+71.1%
FROG vs URA
-26.7%
+97.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.3% |
| 7D | +26.8% | +2.9% | +24.0% | +26.0% |
| 30D | +10.6% | -10.8% | +21.4% | +13.1% |
| 3M | +27.2% | -25.5% | +52.7% | +34.0% |
| 6M | +58.7% | -41.2% | +99.9% | +70.1% |
| YTD | +75.3% | -21.3% | +96.6% | +75.8% |
| 1Y | +71.1% | -25.7% | +96.8% | +73.7% |
| All | +71.1% | -26.7% | +97.8% | +73.7% |
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