+552.9%
URI vs FROG
+55.2%
+497.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +9.3% | +48.2% | -38.9% | +4.1% |
| 30D | +7.6% | +11.4% | -3.8% | +5.6% |
| 3M | +1.0% | +28.5% | -27.5% | -2.8% |
| 6M | +19.8% | +63.7% | -43.9% | +11.3% |
| YTD | +41.9% | +77.1% | -35.2% | +28.5% |
| 1Y | +33.4% | +79.3% | -46.0% | +20.5% |
| 3Y | +156.0% | +323.8% | -167.7% | +94.2% |
| 5Y | +209.5% | +198.9% | +10.6% | +127.7% |
| All | +552.9% | +55.2% | +497.7% | +378.4% |
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 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