+30.4%
URI vs FROG
+70.9%
-40.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.0% |
| 7D | -6.0% | +17.0% | -23.0% | -6.3% |
| 30D | +4.6% | +1.3% | +3.3% | +4.0% |
| 3M | -2.7% | +17.5% | -20.2% | -2.7% |
| 6M | +18.4% | +46.8% | -28.4% | +19.4% |
| YTD | +37.4% | +65.8% | -28.4% | +44.3% |
| 1Y | +30.4% | +61.0% | -30.6% | +37.3% |
| All | +30.4% | +70.9% | -40.6% | +37.3% |
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