+35.2%
FROG vs URA
+365.1%
-329.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -11.3% | +1.1% | -12.4% | -11.5% |
| 30D | +3.6% | +7.4% | -3.7% | +1.5% |
| 3M | +1.7% | -8.4% | +10.1% | +3.9% |
| 6M | +123.5% | -12.7% | +136.2% | +128.4% |
| YTD | +40.2% | +7.8% | +32.5% | +32.3% |
| 1Y | +81.0% | +19.5% | +61.5% | +62.5% |
| 3Y | +194.8% | +116.4% | +78.3% | +105.8% |
| 5Y | +131.8% | +134.3% | -2.5% | +52.7% |
| All | +35.2% | +365.1% | -329.9% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling