+32.9%
URI vs FROG
+83.7%
-50.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -4.4% |
| 7D | -4.3% | -14.1% | +9.7% | -4.5% |
| 30D | +4.6% | -11.8% | +16.4% | +4.5% |
| 3M | -2.1% | +0.1% | -2.3% | -1.8% |
| 6M | +21.9% | +64.2% | -42.3% | +24.1% |
| YTD | +39.7% | +38.2% | +1.5% | +44.1% |
| 1Y | +32.9% | +85.4% | -52.5% | +34.4% |
| All | +32.9% | +83.7% | -50.8% | +34.4% |
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