+11.5%
A vs UPST
-92.2%
+103.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.6% | -1.6% |
| 7D | +0.7% | -13.5% | +14.2% | +2.0% |
| 30D | +0.8% | -19.6% | +20.5% | +2.6% |
| 3M | +16.9% | -34.2% | +51.1% | +20.9% |
| 6M | +53.8% | -31.2% | +85.0% | +58.2% |
| YTD | +28.1% | -56.2% | +84.3% | +35.8% |
| 1Y | +15.0% | -51.7% | +66.7% | +20.8% |
| 3Y | +63.1% | -8.2% | +71.3% | +54.2% |
| 5Y | +11.5% | -92.8% | +104.2% | +16.6% |
| All | +11.5% | -92.2% | +103.7% | +16.6% |
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