+15.0%
A vs UPST
-51.0%
+66.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.6% | -1.0% |
| 7D | +0.7% | -13.5% | +14.2% | +3.3% |
| 30D | +0.8% | -19.6% | +20.5% | +4.5% |
| 3M | +16.9% | -34.2% | +51.1% | +25.1% |
| 6M | +53.8% | -31.2% | +85.0% | +63.4% |
| YTD | +28.1% | -56.2% | +84.3% | +44.2% |
| 1Y | +15.0% | -51.7% | +66.7% | +25.0% |
| All | +15.0% | -51.0% | +66.0% | +25.0% |
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