+82.5%
UBER vs FROG
+125.4%
-42.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -2.8% | -5.5% | +2.7% | -1.3% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | +4.4% | +1.2% | +3.1% | +2.2% |
| 6M | -2.7% | +113.7% | -116.3% | -25.3% |
| YTD | -10.5% | +38.9% | -49.4% | -23.6% |
| 1Y | -22.5% | +72.0% | -94.5% | -39.8% |
| 3Y | +54.8% | +217.1% | -162.3% | -18.3% |
| 5Y | +82.5% | +130.6% | -48.1% | +5.4% |
| All | +82.5% | +125.4% | -42.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling