-18.3%
USAR vs FROG
+239.1%
-257.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +35.3% | -24.5% | +4.7% |
| 7D | -14.5% | +7.0% | -21.5% | -16.2% |
| 30D | -37.8% | +2.9% | -40.7% | -38.7% |
| 3M | -52.8% | +21.6% | -74.4% | -54.5% |
| 6M | -71.2% | +87.7% | -158.9% | -73.4% |
| YTD | -30.9% | +61.7% | -92.6% | -36.4% |
| 1Y | -48.0% | +113.7% | -161.7% | -52.4% |
| 3Y | -19.7% | +267.7% | -287.4% | -26.1% |
| All | -18.3% | +239.1% | -257.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling