+99.5%
U vs FROG
+274.0%
-174.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +35.3% | -29.8% | -4.9% |
| 7D | +36.6% | +7.0% | +29.6% | +31.0% |
| 30D | +13.3% | +2.9% | +10.4% | +10.1% |
| 3M | +26.2% | +21.6% | +4.6% | +14.4% |
| 6M | +88.7% | +87.7% | +1.1% | +43.3% |
| YTD | +16.6% | +61.7% | -45.1% | -8.9% |
| 1Y | +29.0% | +113.7% | -84.7% | -10.1% |
| 3Y | +99.5% | +267.7% | -168.2% | +0.3% |
| All | +99.5% | +274.0% | -174.5% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling