-26.2%
UBER vs FROG
+83.7%
-109.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.0% |
| 7D | +7.0% | -14.1% | +21.1% | +7.5% |
| 30D | +0.6% | -11.8% | +12.3% | +0.9% |
| 3M | -2.9% | +0.1% | -3.1% | -3.3% |
| 6M | -5.5% | +64.2% | -69.7% | -7.3% |
| YTD | -14.5% | +38.2% | -52.7% | -16.9% |
| 1Y | -26.2% | +85.4% | -111.6% | -29.2% |
| All | -26.2% | +83.7% | -109.9% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling