+145.3%
UMC vs FROG
+133.6%
+11.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +13.6% | -4.8% | +18.4% | +14.4% |
| 30D | +20.8% | -0.9% | +21.7% | +20.3% |
| 3M | +16.1% | +7.5% | +8.7% | +13.8% |
| 6M | +137.3% | +107.0% | +30.3% | +106.6% |
| YTD | +193.8% | +39.8% | +154.0% | +169.8% |
| 1Y | +236.1% | +74.8% | +161.3% | +194.0% |
| 3Y | +267.1% | +219.3% | +47.8% | +162.5% |
| 5Y | +145.3% | +133.0% | +12.3% | +74.7% |
| All | +145.3% | +133.6% | +11.7% | +74.7% |
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