+87.7%
FROG vs URA
-41.6%
+129.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.4% | +30.9% | +33.0% |
| 7D | +7.0% | -4.1% | +11.1% | +8.8% |
| 30D | +2.9% | -19.0% | +21.9% | +9.6% |
| 3M | +21.6% | -25.1% | +46.7% | +32.1% |
| 6M | +87.7% | -44.5% | +132.2% | +103.0% |
| All | +87.7% | -41.6% | +129.2% | +103.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling