+27.5%
UAL vs FROG
+83.7%
-56.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.4% | +10.4% | +8.1% |
| 7D | +11.9% | -14.1% | +26.0% | +12.8% |
| 30D | +5.2% | -11.8% | +17.0% | +5.8% |
| 3M | -12.7% | +0.1% | -12.9% | -13.0% |
| 6M | +28.5% | +64.2% | -35.7% | +23.4% |
| YTD | +3.5% | +38.2% | -34.7% | -1.4% |
| 1Y | +27.5% | +85.4% | -57.9% | +19.3% |
| All | +27.5% | +83.7% | -56.2% | +19.3% |
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 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