+87.7%
UBER vs FROG
+53.7%
+34.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -0.4% |
| 7D | +1.2% | +26.8% | -25.7% | -5.4% |
| 30D | -1.1% | +10.6% | -11.7% | -5.3% |
| 3M | -10.0% | +27.2% | -37.2% | -17.5% |
| 6M | -7.2% | +58.7% | -65.9% | -20.5% |
| YTD | -13.5% | +75.3% | -88.8% | -30.5% |
| 1Y | -24.5% | +71.1% | -95.6% | -39.1% |
| 3Y | +37.0% | +319.6% | -282.5% | -25.5% |
| 5Y | +63.3% | +195.7% | -132.3% | -10.7% |
| All | +87.7% | +53.7% | +34.0% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling