+13.1%
UL vs FROG
+22.9%
-9.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | -0.1% |
| 7D | -1.3% | -11.3% | +9.9% | -1.3% |
| 30D | +0.5% | +3.6% | -3.2% | +0.5% |
| 3M | +17.6% | +1.7% | +15.9% | +17.6% |
| 6M | -5.4% | +123.5% | -128.9% | -6.1% |
| YTD | +0.7% | +40.2% | -39.5% | +0.6% |
| 1Y | -9.3% | +81.0% | -90.2% | -10.0% |
| 3Y | +24.5% | +194.8% | -170.2% | +20.5% |
| 5Y | +23.2% | +131.8% | -108.6% | +18.9% |
| All | +13.1% | +22.9% | -9.8% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling