+18.4%
U vs FROG
+83.7%
-65.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.5% |
| 7D | +7.5% | -14.1% | +21.6% | +11.7% |
| 30D | -7.0% | -11.8% | +4.7% | -4.1% |
| 3M | +20.6% | +0.1% | +20.4% | +19.1% |
| 6M | +53.2% | +64.2% | -11.0% | +29.5% |
| YTD | -3.9% | +38.2% | -42.1% | -18.0% |
| 1Y | +18.4% | +85.4% | -67.0% | -2.7% |
| All | +18.4% | +83.7% | -65.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling