+75.3%
FROG vs UUUU
+272.3%
-197.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.1% | +2.9% |
| 7D | +12.5% | -1.1% | +13.5% | +12.7% |
| 30D | +23.5% | -21.0% | +44.5% | +28.2% |
| 3M | +19.4% | -54.8% | +74.2% | +34.3% |
| 6M | +77.0% | -67.3% | +144.3% | +107.0% |
| YTD | +81.9% | -54.7% | +136.6% | +96.2% |
| 1Y | +90.7% | -57.4% | +148.1% | +106.6% |
| 3Y | +328.5% | -19.6% | +348.2% | +280.7% |
| 5Y | +207.0% | -40.0% | +247.1% | +164.4% |
| All | +75.3% | +272.3% | -197.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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