+35.6%
UNP vs FROG
+160.8%
-125.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +35.3% | -37.9% | -3.8% |
| 7D | -4.6% | +7.0% | -11.5% | -4.9% |
| 30D | +5.6% | +2.9% | +2.8% | +5.4% |
| 3M | -1.3% | +21.6% | -22.9% | -2.4% |
| 6M | +9.2% | +87.7% | -78.4% | +5.2% |
| YTD | +27.3% | +61.7% | -34.3% | +23.1% |
| 1Y | +35.9% | +113.7% | -77.8% | +28.2% |
| 3Y | +45.5% | +267.7% | -222.3% | +28.9% |
| All | +35.6% | +160.8% | -125.2% | +19.0% |
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 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