+67.7%
A vs UPST
-3.8%
+71.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -0.5% |
| 7D | +1.4% | -4.5% | +5.9% | +1.8% |
| 30D | +4.3% | -15.3% | +19.6% | +5.8% |
| 3M | +19.8% | -32.4% | +52.2% | +24.0% |
| 6M | +54.4% | -29.5% | +83.9% | +58.9% |
| YTD | +31.7% | -53.3% | +85.0% | +39.4% |
| 1Y | +22.4% | -47.4% | +69.8% | +28.2% |
| 3Y | +67.7% | -2.2% | +69.9% | +80.3% |
| All | +67.7% | -3.8% | +71.5% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling