+200.6%
UAL vs FROG
+176.4%
+24.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.6% | +9.0% | -2.6% |
| 7D | +5.0% | -24.5% | +29.5% | +9.0% |
| 30D | -1.2% | -24.3% | +23.0% | +2.3% |
| 3M | -16.8% | -11.7% | -5.1% | -16.2% |
| 6M | +18.0% | +37.1% | -19.2% | +8.9% |
| YTD | -1.2% | +19.5% | -20.7% | -8.1% |
| 1Y | +14.3% | +61.8% | -47.5% | -1.4% |
| All | +200.6% | +176.4% | +24.2% | +119.7% |
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 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