+12.5%
A vs UPST
-93.6%
+106.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.8% |
| 7D | -0.1% | -4.9% | +4.8% | +0.3% |
| 30D | +3.4% | -8.9% | +12.2% | +4.1% |
| 3M | +23.8% | -26.3% | +50.2% | +26.9% |
| 6M | +49.0% | -23.7% | +72.7% | +51.9% |
| YTD | +29.4% | -49.9% | +79.3% | +35.6% |
| 1Y | +19.4% | -42.0% | +61.4% | +23.5% |
| 3Y | +66.2% | -25.3% | +91.5% | +59.1% |
| All | +12.5% | -93.6% | +106.1% | +17.7% |
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