-11.8%
UNH vs FROG
+202.6%
-214.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +1.1% | -5.5% | +6.6% | +1.4% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | -0.8% | +1.2% | -2.1% | -1.2% |
| 6M | +41.8% | +113.7% | -71.9% | +36.4% |
| YTD | +23.1% | +38.9% | -15.8% | +19.9% |
| 1Y | +28.5% | +72.0% | -43.5% | +23.9% |
| 3Y | -11.8% | +217.1% | -228.9% | -15.6% |
| All | -11.8% | +202.6% | -214.4% | -15.6% |
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