-100.0%
UVXY vs FROG
+22.3%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.1% | -7.6% |
| 7D | +2.8% | -0.5% | +3.3% | +2.5% |
| 30D | -11.4% | +1.3% | -12.7% | -10.0% |
| 3M | -41.5% | +11.1% | -52.6% | -36.9% |
| 6M | -61.0% | +108.3% | -169.4% | -39.3% |
| YTD | -49.8% | +39.6% | -89.4% | -36.0% |
| 1Y | -66.4% | +74.7% | -141.2% | -49.3% |
| 3Y | -94.8% | +224.1% | -318.9% | -84.7% |
| 5Y | -99.7% | +138.4% | -238.1% | -98.9% |
| All | -100.0% | +22.3% | -122.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling