+63.8%
FROG vs UPST
-21.5%
+85.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.3% | +4.0% | -2.9% |
| 7D | +17.0% | -4.5% | +21.5% | +17.8% |
| 30D | +1.3% | -15.3% | +16.6% | +4.1% |
| 3M | +17.5% | -32.4% | +49.9% | +25.1% |
| 6M | +46.8% | -29.5% | +76.3% | +54.8% |
| YTD | +65.8% | -53.3% | +119.1% | +84.6% |
| 1Y | +61.0% | -47.4% | +108.3% | +75.5% |
| 3Y | +296.7% | -2.2% | +298.9% | +250.5% |
| 5Y | +177.8% | -92.0% | +269.9% | +179.4% |
| All | +63.8% | -21.5% | +85.3% | +23.8% |
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