-9.0%
UL vs FROG
+73.1%
-82.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.6% |
| 7D | -3.2% | -4.8% | +1.6% | -3.5% |
| 30D | -0.6% | -0.9% | +0.4% | -0.5% |
| 3M | +9.4% | +7.5% | +2.0% | +10.4% |
| 6M | -4.1% | +107.0% | -111.1% | +0.2% |
| YTD | -2.0% | +39.8% | -41.8% | +2.5% |
| 1Y | -9.0% | +74.8% | -83.8% | -6.2% |
| All | -9.0% | +73.1% | -82.1% | -6.2% |
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