+85.4%
FROG vs UPST
-48.7%
+134.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | -5.4% |
| 7D | -14.1% | -3.1% | -10.9% | -13.2% |
| 30D | -11.8% | -4.0% | -7.8% | -10.6% |
| 3M | +0.1% | -22.9% | +23.0% | +8.1% |
| 6M | +64.2% | -27.1% | +91.3% | +78.6% |
| YTD | +38.2% | -46.5% | +84.8% | +58.7% |
| 1Y | +85.4% | -49.4% | +134.8% | +115.4% |
| All | +85.4% | -48.7% | +134.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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