+79.7%
FROG vs UPST
-24.8%
+104.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +12.5% | -10.6% | +23.1% | +14.5% |
| 30D | +23.5% | -14.0% | +37.5% | +26.6% |
| 3M | +19.4% | -36.8% | +56.2% | +28.4% |
| 6M | +77.0% | -27.5% | +104.5% | +85.8% |
| YTD | +81.9% | -55.3% | +137.1% | +103.8% |
| 1Y | +90.7% | -47.5% | +138.2% | +108.0% |
| 3Y | +328.5% | -10.4% | +339.0% | +283.9% |
| 5Y | +207.0% | -92.6% | +299.6% | +211.6% |
| All | +79.7% | -24.8% | +104.5% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling