+27.2%
UPS vs FROG
+70.9%
-43.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.1% |
| 7D | +1.7% | +17.0% | -15.3% | +2.1% |
| 30D | +17.4% | +1.3% | +16.1% | +17.9% |
| 3M | +7.7% | +17.5% | -9.7% | +8.0% |
| 6M | +13.8% | +46.8% | -32.9% | +14.2% |
| YTD | +17.3% | +65.8% | -48.5% | +17.7% |
| 1Y | +27.2% | +61.0% | -33.8% | +28.0% |
| All | +27.2% | +70.9% | -43.8% | +28.0% |
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