-19.6%
UPS vs FROG
+22.5%
-42.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | -3.7% | -4.8% | +1.1% | -3.3% |
| 30D | -3.7% | -0.9% | -2.8% | -3.8% |
| 3M | -6.6% | +7.5% | -14.0% | -7.4% |
| 6M | +2.6% | +107.0% | -104.5% | -4.1% |
| YTD | +4.8% | +39.8% | -35.0% | +0.6% |
| 1Y | +25.3% | +74.8% | -49.5% | +17.3% |
| 3Y | -26.9% | +219.3% | -246.1% | -37.7% |
| 5Y | -33.5% | +133.0% | -166.5% | -44.1% |
| All | -19.6% | +22.5% | -42.1% | -28.5% |
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