+114.1%
USB vs FROG
+22.9%
+91.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | 0.0% |
| 7D | +1.4% | -11.3% | +12.7% | +2.3% |
| 30D | -1.3% | +3.6% | -5.0% | -1.8% |
| 3M | +15.2% | +1.7% | +13.6% | +14.6% |
| 6M | +18.8% | +123.5% | -104.7% | +9.8% |
| YTD | +21.0% | +40.2% | -19.2% | +15.7% |
| 1Y | +34.0% | +81.0% | -47.0% | +24.5% |
| 3Y | +95.3% | +194.8% | -99.4% | +69.2% |
| 5Y | +40.4% | +131.8% | -91.4% | +17.2% |
| All | +114.1% | +22.9% | +91.2% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling