-19.9%
USAR vs FROG
+271.4%
-291.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | +8.8% | +48.2% | -39.5% | +1.1% |
| 30D | -28.5% | +11.4% | -39.9% | -30.4% |
| 3M | -56.2% | +28.5% | -84.7% | -58.2% |
| 6M | -68.4% | +63.7% | -132.1% | -70.6% |
| YTD | -32.2% | +77.1% | -109.3% | -38.5% |
| 1Y | -52.3% | +79.3% | -131.6% | -56.7% |
| 3Y | -21.2% | +323.8% | -344.9% | -28.6% |
| All | -19.9% | +271.4% | -291.3% | -27.6% |
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