+182.6%
AAPL vs UPST
-14.4%
+197.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +3.7% | +4.4% | -0.8% | +3.3% |
| 30D | +4.2% | -7.7% | +11.8% | +4.7% |
| 3M | +12.0% | -28.4% | +40.5% | +14.5% |
| 6M | +19.8% | -23.2% | +42.9% | +21.4% |
| YTD | +29.3% | -49.1% | +78.5% | +34.2% |
| 1Y | +31.1% | -42.4% | +73.5% | +34.6% |
| 3Y | +94.9% | +5.4% | +89.5% | +83.5% |
| 5Y | +138.1% | -92.9% | +231.0% | +127.2% |
| All | +182.6% | -14.4% | +197.1% | +169.3% |
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 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