-10.0%
UPS vs FROG
+45.3%
-55.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.4% |
| 7D | +1.7% | +17.0% | -15.3% | +0.3% |
| 30D | +17.4% | +1.3% | +16.1% | +16.8% |
| 3M | +7.7% | +17.5% | -9.7% | +5.8% |
| 6M | +13.8% | +46.8% | -32.9% | +9.5% |
| YTD | +17.3% | +65.8% | -48.5% | +10.6% |
| 1Y | +27.2% | +61.0% | -33.8% | +20.2% |
| 3Y | -5.6% | +296.7% | -302.4% | -21.3% |
| 5Y | -33.5% | +177.8% | -211.4% | -45.0% |
| All | -10.0% | +45.3% | -55.3% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling