+154.9%
AAPL vs UPST
+3.8%
+151.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.9% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | +1.0% | -13.2% | +14.2% | +2.0% |
| 3M | +5.0% | -13.0% | +17.9% | +5.8% |
| 6M | +23.0% | -2.9% | +25.9% | +22.5% |
| YTD | +16.6% | -38.3% | +54.9% | +19.5% |
| 1Y | +33.4% | -60.5% | +93.9% | +40.5% |
| 3Y | +79.9% | -11.7% | +91.6% | +70.4% |
| 5Y | +109.0% | -90.2% | +199.2% | +96.8% |
| All | +154.9% | +3.8% | +151.1% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling