+267.7%
FROG vs URA
+36.0%
+231.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.4% | +30.9% | +34.1% |
| 7D | +7.0% | -4.1% | +11.1% | +8.6% |
| 30D | +2.9% | -19.0% | +21.9% | +8.7% |
| 3M | +21.6% | -25.1% | +46.7% | +30.5% |
| 6M | +87.7% | -44.5% | +132.2% | +113.5% |
| YTD | +61.7% | -24.3% | +86.0% | +67.1% |
| 1Y | +113.7% | -28.1% | +141.8% | +123.5% |
| 3Y | +267.7% | +40.7% | +227.1% | +206.9% |
| All | +267.7% | +36.0% | +231.8% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling