+50.0%
UNP vs FROG
+125.4%
-75.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.7% | -5.5% | +4.8% | -0.5% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | +7.9% | +1.2% | +6.6% | +7.6% |
| 6M | +14.6% | +113.7% | -99.0% | +9.4% |
| YTD | +26.6% | +38.9% | -12.3% | +23.5% |
| 1Y | +35.6% | +72.0% | -36.4% | +29.6% |
| 3Y | +45.5% | +217.1% | -171.6% | +30.1% |
| 5Y | +50.0% | +130.6% | -80.6% | +32.4% |
| All | +50.0% | +125.4% | -75.4% | +32.4% |
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