+125.3%
FROG vs UPST
-88.8%
+214.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -11.3% | -3.5% | -7.7% | -10.6% |
| 30D | +3.6% | -7.1% | +10.8% | +5.2% |
| 3M | +1.7% | -13.1% | +14.7% | +4.2% |
| 6M | +123.5% | -1.1% | +124.6% | +121.6% |
| YTD | +40.2% | -35.9% | +76.1% | +50.0% |
| 1Y | +81.0% | -57.4% | +138.4% | +106.7% |
| 3Y | +194.8% | -14.9% | +209.6% | +153.0% |
| All | +125.3% | -88.8% | +214.0% | +118.8% |
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 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