+210.6%
UAL vs FROG
+319.6%
-109.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -2.6% |
| 7D | +2.3% | +26.8% | -24.6% | -1.6% |
| 30D | +13.3% | +10.6% | +2.7% | +10.8% |
| 3M | -6.3% | +27.2% | -33.5% | -10.7% |
| 6M | +22.5% | +58.7% | -36.2% | +11.7% |
| YTD | +5.9% | +75.3% | -69.5% | -7.1% |
| 1Y | +24.7% | +71.1% | -46.4% | +9.7% |
| All | +210.6% | +319.6% | -109.0% | +112.9% |
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