+240.3%
UMC vs FROG
+74.0%
+166.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.5% |
| 7D | +9.0% | -0.5% | +9.5% | +9.0% |
| 30D | +17.2% | +1.3% | +15.9% | +16.7% |
| 3M | +11.4% | +11.1% | +0.3% | +9.9% |
| 6M | +137.5% | +108.3% | +29.2% | +120.6% |
| YTD | +193.1% | +39.6% | +153.5% | +184.0% |
| 1Y | +240.3% | +74.7% | +165.6% | +223.1% |
| All | +240.3% | +74.0% | +166.3% | +223.1% |
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