+144.6%
UMC vs FROG
+319.6%
-175.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.8% | +1.2% | +6.3% |
| 7D | +0.1% | +26.8% | -26.7% | -2.6% |
| 30D | -28.7% | +10.6% | -39.3% | -29.9% |
| 3M | -15.1% | +27.2% | -42.3% | -17.7% |
| 6M | +5.0% | +58.7% | -53.7% | -0.5% |
| YTD | +108.2% | +75.3% | +32.9% | +93.9% |
| 1Y | +121.7% | +71.1% | +50.6% | +106.8% |
| All | +144.6% | +319.6% | -175.0% | +101.2% |
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 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