-12.0%
A vs UPST
-88.8%
+76.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -1.9% | -3.5% | +1.6% | -1.6% |
| 30D | +6.9% | -7.1% | +14.0% | +7.5% |
| 3M | +9.2% | -13.1% | +22.3% | +10.3% |
| 6M | +25.7% | -1.1% | +26.8% | +25.2% |
| YTD | +11.5% | -35.9% | +47.4% | +14.6% |
| 1Y | +18.4% | -57.4% | +75.8% | +25.0% |
| 3Y | +26.6% | -14.9% | +41.5% | +19.8% |
| All | -12.0% | -88.8% | +76.7% | -16.4% |
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