+214.8%
UAL vs FROG
+45.3%
+169.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | +12.5% | +17.0% | -4.6% | +8.8% |
| 30D | +12.2% | +1.3% | +10.9% | +10.7% |
| 3M | -2.6% | +17.5% | -20.1% | -6.8% |
| 6M | +21.1% | +46.8% | -25.7% | +10.3% |
| YTD | +7.8% | +65.8% | -58.0% | -6.3% |
| 1Y | +25.4% | +61.0% | -35.6% | +9.5% |
| 3Y | +217.3% | +296.7% | -79.4% | +120.7% |
| 5Y | +132.9% | +177.8% | -45.0% | +58.1% |
| All | +214.8% | +45.3% | +169.5% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling