+203.4%
URI vs FROG
+129.7%
+73.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.1% |
| 7D | -2.0% | -11.3% | +9.3% | -0.3% |
| 30D | -12.9% | +3.6% | -16.6% | -13.7% |
| 3M | -6.7% | +1.7% | -8.4% | -7.7% |
| 6M | +19.0% | +123.5% | -104.5% | +2.0% |
| YTD | +25.5% | +40.2% | -14.7% | +15.6% |
| 1Y | +5.5% | +81.0% | -75.5% | -8.8% |
| 3Y | +111.3% | +194.8% | -83.4% | +53.3% |
| All | +203.4% | +129.7% | +73.7% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling