-21.4%
USAR vs FROG
+247.7%
-269.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.3% | -5.3% | -8.8% |
| 7D | -9.1% | +17.0% | -26.1% | -12.0% |
| 30D | -36.9% | +1.3% | -38.2% | -37.7% |
| 3M | -58.4% | +17.5% | -75.9% | -59.8% |
| 6M | -70.6% | +46.8% | -117.4% | -72.2% |
| YTD | -33.4% | +65.8% | -99.2% | -38.9% |
| 1Y | -54.0% | +61.0% | -115.0% | -57.8% |
| 3Y | -22.7% | +296.7% | -319.4% | -29.1% |
| All | -21.4% | +247.7% | -269.1% | -28.1% |
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