+34.6%
UNP vs FROG
+73.1%
-38.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -1.7% | -4.8% | +3.1% | -1.8% |
| 30D | -2.1% | -0.9% | -1.2% | -2.0% |
| 3M | +5.4% | +7.5% | -2.0% | +5.9% |
| 6M | +13.4% | +107.0% | -93.6% | +15.5% |
| YTD | +25.0% | +39.8% | -14.8% | +27.4% |
| 1Y | +34.6% | +74.8% | -40.2% | +35.5% |
| All | +34.6% | +73.1% | -38.5% | +35.5% |
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