+64.3%
UNP vs FROG
+41.7%
+22.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +35.3% | -37.9% | -3.6% |
| 7D | -4.6% | +7.0% | -11.5% | -4.8% |
| 30D | +5.6% | +2.9% | +2.8% | +5.4% |
| 3M | -1.3% | +21.6% | -22.9% | -2.2% |
| 6M | +9.2% | +87.7% | -78.4% | +6.1% |
| YTD | +27.3% | +61.7% | -34.3% | +24.0% |
| 1Y | +35.9% | +113.7% | -77.8% | +30.0% |
| 3Y | +45.5% | +267.7% | -222.3% | +33.5% |
| 5Y | +36.0% | +158.8% | -122.8% | +22.7% |
| All | +64.3% | +41.7% | +22.6% | +49.2% |
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