+43.0%
UNH vs FROG
+22.9%
+20.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | +1.1% | -11.3% | +12.3% | +1.4% |
| 30D | -3.8% | +3.6% | -7.4% | -4.0% |
| 3M | +0.7% | +1.7% | -0.9% | +0.5% |
| 6M | +37.9% | +123.5% | -85.7% | +34.4% |
| YTD | +21.9% | +40.2% | -18.3% | +19.9% |
| 1Y | +31.4% | +81.0% | -49.6% | +28.3% |
| 3Y | -11.4% | +194.8% | -206.2% | -14.6% |
| 5Y | +2.5% | +131.8% | -129.3% | -2.9% |
| All | +43.0% | +22.9% | +20.1% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling