-34.6%
UPS vs FROG
+125.4%
-160.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -2.1% | -5.5% | +3.4% | -1.7% |
| 30D | -2.3% | -3.1% | +0.8% | -2.2% |
| 3M | -5.2% | +1.2% | -6.5% | -5.7% |
| 6M | +1.4% | +113.7% | -112.3% | -5.9% |
| YTD | +6.1% | +38.9% | -32.7% | +1.7% |
| 1Y | +27.0% | +72.0% | -45.0% | +18.3% |
| 3Y | -25.9% | +217.1% | -243.0% | -38.6% |
| 5Y | -34.6% | +130.6% | -165.2% | -47.6% |
| All | -34.6% | +125.4% | -160.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling