+55.9%
FROG vs URA
+226.5%
-170.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.4% | +30.9% | +33.9% |
| 7D | +7.0% | -4.1% | +11.1% | +8.9% |
| 30D | +2.9% | -19.0% | +21.9% | +10.2% |
| 3M | +21.6% | -25.1% | +46.7% | +32.8% |
| 6M | +87.7% | -44.5% | +132.2% | +121.6% |
| YTD | +61.7% | -24.3% | +86.0% | +69.6% |
| 1Y | +113.7% | -28.1% | +141.8% | +127.6% |
| 3Y | +267.7% | +40.7% | +227.1% | +194.6% |
| 5Y | +158.8% | +35.5% | +123.3% | +97.3% |
| All | +55.9% | +226.5% | -170.7% | +8.9% |
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 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