+190.8%
UAL vs FROG
+22.9%
+167.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.1% |
| 7D | +0.7% | -11.3% | +12.0% | +2.7% |
| 30D | -16.1% | +3.6% | -19.7% | -17.0% |
| 3M | +6.1% | +1.7% | +4.5% | +4.9% |
| 6M | +10.8% | +123.5% | -112.7% | -6.5% |
| YTD | -0.4% | +40.2% | -40.6% | -9.7% |
| 1Y | +5.0% | +81.0% | -76.0% | -10.3% |
| 3Y | +124.0% | +194.8% | -70.7% | +65.9% |
| 5Y | +141.0% | +131.8% | +9.2% | +70.5% |
| All | +190.8% | +22.9% | +167.9% | +106.6% |
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