+18.8%
UPRO vs FROG
+78.6%
-59.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.2% | +5.9% |
| 7D | -0.9% | +27.1% | -28.0% | -4.3% |
| 30D | -11.4% | +5.8% | -17.3% | -12.6% |
| 3M | -10.9% | +20.8% | -31.7% | -13.8% |
| 6M | -0.5% | +53.3% | -53.9% | -6.7% |
| YTD | +19.9% | +73.2% | -53.3% | +10.7% |
| All | +18.8% | +78.6% | -59.8% | +10.3% |
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 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