+68.2%
FROG vs UPST
-44.0%
+112.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.6% |
| 7D | +27.1% | +4.4% | +22.7% | +25.4% |
| 30D | +5.8% | -7.7% | +13.5% | +8.8% |
| 3M | +20.8% | -28.4% | +49.3% | +33.6% |
| 6M | +53.3% | -23.2% | +76.5% | +65.6% |
| YTD | +73.2% | -49.1% | +122.3% | +100.4% |
| All | +68.2% | -44.0% | +112.2% | +91.0% |
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