-49.8%
USAR vs FROG
+83.7%
-133.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.4% | -5.1% |
| 7D | -21.8% | -14.1% | -7.7% | -17.8% |
| 30D | -39.9% | -11.8% | -28.2% | -37.5% |
| 3M | -52.5% | +0.1% | -52.7% | -52.7% |
| 6M | -67.9% | +64.2% | -132.2% | -72.1% |
| YTD | -31.1% | +38.2% | -69.3% | -38.6% |
| 1Y | -49.8% | +85.4% | -135.2% | -60.9% |
| All | -49.8% | +83.7% | -133.5% | -60.9% |
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