+366.7%
UPRO vs FROG
+41.7%
+325.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | -9.8% |
| 7D | -8.7% | +7.0% | -15.7% | -12.1% |
| 30D | -16.9% | +2.9% | -19.8% | -19.3% |
| 3M | -15.3% | +21.6% | -36.9% | -22.9% |
| 6M | -5.7% | +87.7% | -93.4% | -27.5% |
| YTD | +12.1% | +61.7% | -49.6% | -12.7% |
| 1Y | +16.4% | +113.7% | -97.2% | -19.7% |
| 3Y | +210.5% | +267.7% | -57.2% | +60.4% |
| 5Y | +82.4% | +158.8% | -76.4% | -5.6% |
| All | +366.7% | +41.7% | +325.0% | +159.1% |
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 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