+12.5%
UAL vs FROG
+85.3%
-72.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -1.9% |
| 7D | -3.0% | +12.5% | -15.5% | -3.8% |
| 30D | +10.5% | +23.5% | -13.1% | +8.4% |
| 3M | -13.5% | +19.4% | -32.9% | -14.9% |
| 6M | +14.2% | +77.0% | -62.8% | +8.8% |
| YTD | -2.2% | +81.9% | -84.1% | -7.5% |
| 1Y | +12.5% | +90.7% | -78.2% | +3.4% |
| All | +12.5% | +85.3% | -72.8% | +3.4% |
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 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