-60.0%
UVXY vs FROG
+116.8%
-176.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.6% |
| 7D | +2.3% | -4.8% | +7.1% | +1.4% |
| 30D | -15.0% | -0.9% | -14.1% | -15.0% |
| 3M | -39.8% | +7.5% | -47.3% | -38.2% |
| 6M | -60.0% | +107.0% | -167.1% | -40.7% |
| All | -60.0% | +116.8% | -176.9% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling