-54.0%
USAR vs FROG
+70.9%
-125.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.3% | -5.3% | -8.1% |
| 7D | -9.1% | +17.0% | -26.1% | -14.5% |
| 30D | -36.9% | +1.3% | -38.2% | -37.9% |
| 3M | -58.4% | +17.5% | -75.9% | -61.1% |
| 6M | -70.6% | +46.8% | -117.4% | -74.0% |
| YTD | -33.4% | +65.8% | -99.2% | -44.5% |
| 1Y | -54.0% | +61.0% | -115.0% | -60.3% |
| All | -54.0% | +70.9% | -125.0% | -60.3% |
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