+545.5%
URI vs FROG
+51.8%
+493.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.3% | +6.1% |
| 7D | -4.0% | +27.1% | -31.1% | -7.0% |
| 30D | +6.8% | +5.8% | +1.0% | +5.4% |
| 3M | -2.8% | +20.8% | -23.7% | -5.9% |
| 6M | +20.9% | +53.3% | -32.5% | +13.1% |
| YTD | +40.2% | +73.2% | -33.0% | +27.4% |
| 1Y | +34.1% | +80.3% | -46.2% | +20.8% |
| 3Y | +164.1% | +318.3% | -154.2% | +100.6% |
| 5Y | +199.3% | +179.9% | +19.4% | +120.8% |
| All | +545.5% | +51.8% | +493.7% | +374.1% |
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