+93.6%
AAPL vs UPST
-29.4%
+123.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.7% | -4.9% | +4.3% | -0.2% |
| 30D | +1.7% | -8.9% | +10.6% | +2.4% |
| 3M | +9.7% | -26.3% | +36.0% | +12.4% |
| 6M | +19.3% | -23.7% | +43.0% | +21.3% |
| YTD | +26.3% | -49.9% | +76.2% | +32.3% |
| 1Y | +27.4% | -42.0% | +69.4% | +31.4% |
| 3Y | +93.6% | -25.3% | +118.9% | +88.9% |
| All | +93.6% | -29.4% | +123.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling