+64.0%
UNP vs FROG
+22.9%
+41.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -5.3% | -11.3% | +5.9% | -4.9% |
| 30D | -1.5% | +3.6% | -5.2% | -1.7% |
| 3M | +10.3% | +1.7% | +8.6% | +10.0% |
| 6M | +9.7% | +123.5% | -113.9% | +5.5% |
| YTD | +27.1% | +40.2% | -13.2% | +24.6% |
| 1Y | +32.6% | +81.0% | -48.4% | +27.7% |
| 3Y | +40.0% | +194.8% | -154.8% | +29.5% |
| 5Y | +50.8% | +131.8% | -81.0% | +37.0% |
| All | +64.0% | +22.9% | +41.1% | +49.9% |
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