+198.9%
FROG vs URA
+28.3%
+170.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.4% |
| 7D | +48.2% | +4.5% | +43.8% | +46.6% |
| 30D | +11.4% | -13.4% | +24.8% | +17.8% |
| 3M | +28.5% | -28.4% | +57.0% | +43.9% |
| 6M | +63.7% | -40.5% | +104.2% | +93.3% |
| YTD | +77.1% | -24.3% | +101.3% | +85.9% |
| 1Y | +79.3% | -28.8% | +108.2% | +92.1% |
| 3Y | +323.8% | +37.6% | +286.1% | +219.9% |
| 5Y | +198.9% | +30.7% | +168.2% | +110.8% |
| All | +198.9% | +28.3% | +170.6% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling