+206.7%
UAL vs FROG
+274.0%
-67.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +35.3% | -33.3% | -2.6% |
| 7D | +8.2% | +7.0% | +1.2% | +6.4% |
| 30D | +2.3% | +2.9% | -0.6% | +1.1% |
| 3M | -12.7% | +21.6% | -34.3% | -16.4% |
| 6M | +12.7% | +87.7% | -75.0% | -0.9% |
| YTD | +0.8% | +61.7% | -60.8% | -10.5% |
| 1Y | +17.8% | +113.7% | -95.9% | -2.5% |
| 3Y | +206.7% | +267.7% | -61.0% | +113.9% |
| All | +206.7% | +274.0% | -67.3% | +113.9% |
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