+96.6%
USB vs FROG
+219.8%
-123.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +2.4% | -14.1% | +16.5% | +3.4% |
| 30D | +6.6% | -11.8% | +18.3% | +7.3% |
| 3M | -4.1% | +0.1% | -4.2% | -4.7% |
| 6M | +12.5% | +64.2% | -51.7% | +6.1% |
| YTD | +17.6% | +38.2% | -20.6% | +11.9% |
| 1Y | +36.5% | +85.4% | -48.9% | +24.2% |
| All | +96.6% | +219.8% | -123.2% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling