+553.8%
UMC vs FROG
+22.9%
+530.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.1% |
| 7D | +5.0% | -11.3% | +16.2% | +6.9% |
| 30D | +7.7% | +3.6% | +4.0% | +6.3% |
| 3M | +1.7% | +1.7% | 0.0% | +0.4% |
| 6M | +113.9% | +123.5% | -9.6% | +81.3% |
| YTD | +168.9% | +40.2% | +128.6% | +144.6% |
| 1Y | +207.2% | +81.0% | +126.2% | +163.4% |
| 3Y | +227.7% | +194.8% | +32.9% | +135.8% |
| 5Y | +118.0% | +131.8% | -13.8% | +57.0% |
| All | +553.8% | +22.9% | +530.9% | +420.7% |
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 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