-94.4%
UVXY vs FROG
+224.1%
-318.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.6% | +5.9% |
| 7D | +11.0% | -2.2% | +13.2% | +9.9% |
| 30D | -8.8% | +3.0% | -11.7% | -6.7% |
| 3M | -41.9% | +10.3% | -52.2% | -37.7% |
| 6M | -61.2% | +116.7% | -177.9% | -38.4% |
| YTD | -46.2% | +41.9% | -88.1% | -31.9% |
| 1Y | -65.2% | +78.5% | -143.7% | -46.8% |
| All | -94.4% | +224.1% | -318.5% | -81.5% |
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