+544.6%
URI vs FROG
+59.4%
+485.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | +6.7% | +12.5% | -5.8% | +5.3% |
| 30D | +8.9% | +23.5% | -14.7% | +5.6% |
| 3M | +0.5% | +19.4% | -18.9% | -2.4% |
| 6M | +20.7% | +77.0% | -56.3% | +11.0% |
| YTD | +40.0% | +81.9% | -41.8% | +26.5% |
| 1Y | +34.4% | +90.7% | -56.3% | +20.4% |
| 3Y | +149.5% | +328.5% | -179.0% | +89.1% |
| 5Y | +205.6% | +207.0% | -1.5% | +124.1% |
| All | +544.6% | +59.4% | +485.2% | +370.8% |
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