+19.3%
A vs UPST
-49.8%
+69.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -0.5% | -10.6% | +10.2% | +1.4% |
| 30D | 0.0% | -14.0% | +14.0% | +2.4% |
| 3M | +16.7% | -36.8% | +53.5% | +25.6% |
| 6M | +54.8% | -27.5% | +82.4% | +63.2% |
| YTD | +28.8% | -55.3% | +84.1% | +43.9% |
| 1Y | +19.3% | -47.5% | +66.9% | +27.3% |
| All | +19.3% | -49.8% | +69.2% | +27.3% |
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