-69.8%
UVXY vs FROG
+83.7%
-153.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | 0.0% |
| 7D | -5.0% | -11.3% | +6.3% | -7.1% |
| 30D | -20.5% | +3.6% | -24.2% | -19.6% |
| 3M | -36.6% | +1.7% | -38.2% | -35.4% |
| 6M | -56.9% | +123.5% | -180.4% | -46.0% |
| YTD | -51.2% | +40.2% | -91.5% | -44.8% |
| 1Y | -69.8% | +81.0% | -150.8% | -61.8% |
| All | -69.8% | +83.7% | -153.5% | -61.8% |
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