+42.6%
UNP vs FROG
+83.7%
-41.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.6% |
| 7D | +3.6% | -14.1% | +17.7% | +3.1% |
| 30D | +11.4% | -11.8% | +23.1% | +11.0% |
| 3M | +4.6% | +0.1% | +4.5% | +4.8% |
| 6M | +18.3% | +64.2% | -45.9% | +20.6% |
| YTD | +35.4% | +38.2% | -2.8% | +38.2% |
| 1Y | +42.6% | +85.4% | -42.8% | +42.4% |
| All | +42.6% | +83.7% | -41.1% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling