+34.0%
USB vs FROG
+83.7%
-49.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | -0.2% |
| 7D | +1.4% | -11.3% | +12.7% | +1.7% |
| 30D | -1.3% | +3.6% | -5.0% | -1.4% |
| 3M | +15.2% | +1.7% | +13.6% | +15.1% |
| 6M | +18.8% | +123.5% | -104.7% | +15.3% |
| YTD | +21.0% | +40.2% | -19.2% | +19.2% |
| 1Y | +34.0% | +81.0% | -47.0% | +28.5% |
| All | +34.0% | +83.7% | -49.7% | +28.5% |
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