+85.6%
FROG vs UPST
-50.9%
+136.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +3.2% |
| 7D | +48.2% | -13.5% | +61.7% | +55.0% |
| 30D | +11.4% | -19.6% | +31.0% | +19.7% |
| 3M | +28.5% | -34.2% | +62.7% | +46.3% |
| 6M | +63.7% | -31.2% | +94.9% | +83.6% |
| YTD | +77.1% | -56.2% | +133.3% | +114.8% |
| All | +85.6% | -50.9% | +136.5% | +123.5% |
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