+3.5%
UNH vs FROG
+133.6%
-130.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.7% | -4.8% | +3.2% | -1.5% |
| 30D | -3.8% | -0.9% | -2.9% | -3.9% |
| 3M | -4.3% | +7.5% | -11.7% | -4.8% |
| 6M | +38.6% | +107.0% | -68.4% | +33.6% |
| YTD | +20.7% | +39.8% | -19.1% | +17.8% |
| 1Y | +16.0% | +74.8% | -58.8% | +11.9% |
| 3Y | -13.5% | +219.3% | -232.7% | -19.2% |
| 5Y | +3.5% | +133.0% | -129.5% | +0.4% |
| All | +3.5% | +133.6% | -130.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling