+167.4%
FROG vs UPST
-93.6%
+260.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.1% | +36.5% | +35.5% |
| 7D | +7.0% | -4.9% | +11.9% | +8.1% |
| 30D | +2.9% | -8.9% | +11.8% | +4.8% |
| 3M | +21.6% | -26.3% | +47.9% | +29.0% |
| 6M | +87.7% | -23.7% | +111.4% | +96.9% |
| YTD | +61.7% | -49.9% | +111.6% | +81.1% |
| 1Y | +113.7% | -42.0% | +155.6% | +132.5% |
| 3Y | +267.7% | -25.3% | +293.0% | +223.6% |
| All | +167.4% | -93.6% | +260.9% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling