-25.1%
UPS vs FROG
+206.6%
-231.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -1.0% |
| 7D | -2.9% | -11.3% | +8.4% | -2.4% |
| 30D | -3.5% | +3.6% | -7.2% | -3.7% |
| 3M | -5.7% | +1.7% | -7.4% | -6.0% |
| 6M | -4.4% | +123.5% | -127.9% | -8.4% |
| YTD | +8.0% | +40.2% | -32.2% | +5.7% |
| 1Y | +29.0% | +81.0% | -52.0% | +23.5% |
| All | -25.1% | +206.6% | -231.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling