+477.8%
URI vs FROG
+22.9%
+454.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | -2.0% | -11.3% | +9.3% | -0.6% |
| 30D | -12.9% | +3.6% | -16.6% | -13.5% |
| 3M | -6.7% | +1.7% | -8.4% | -7.5% |
| 6M | +19.0% | +123.5% | -104.5% | +5.7% |
| YTD | +25.5% | +40.2% | -14.7% | +17.8% |
| 1Y | +5.5% | +81.0% | -75.5% | -5.5% |
| 3Y | +111.3% | +194.8% | -83.4% | +68.6% |
| 5Y | +198.6% | +131.8% | +66.7% | +127.1% |
| All | +477.8% | +22.9% | +454.9% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling