+35.3%
UBER vs FROG
+319.6%
-284.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.3% |
| 7D | +1.2% | +26.8% | -25.7% | -1.7% |
| 30D | -1.1% | +10.6% | -11.7% | -2.8% |
| 3M | -10.0% | +27.2% | -37.2% | -13.4% |
| 6M | -7.2% | +58.7% | -65.9% | -13.6% |
| YTD | -13.5% | +75.3% | -88.8% | -21.8% |
| 1Y | -24.5% | +71.1% | -95.6% | -31.6% |
| All | +35.3% | +319.6% | -284.3% | -0.5% |
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