+194.4%
UAL vs FROG
+41.7%
+152.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +35.3% | -33.3% | -3.5% |
| 7D | +8.2% | +7.0% | +1.2% | +5.9% |
| 30D | +2.3% | +2.9% | -0.6% | +0.7% |
| 3M | -12.7% | +21.6% | -34.3% | -17.1% |
| 6M | +12.7% | +87.7% | -75.0% | -2.4% |
| YTD | +0.8% | +61.7% | -60.8% | -12.0% |
| 1Y | +17.8% | +113.7% | -95.9% | -3.6% |
| 3Y | +206.7% | +267.7% | -61.0% | +116.2% |
| 5Y | +113.9% | +158.8% | -44.9% | +46.1% |
| All | +194.4% | +41.7% | +152.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling