+26.5%
ABNB vs UPST
+3.8%
+22.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.5% |
| 7D | -4.4% | -1.5% | -2.9% | -4.2% |
| 30D | -2.0% | -13.2% | +11.2% | -0.1% |
| 3M | +29.8% | -13.0% | +42.8% | +32.2% |
| 6M | +31.0% | -2.9% | +33.9% | +30.5% |
| YTD | +28.6% | -38.3% | +66.9% | +35.6% |
| 1Y | +40.1% | -60.5% | +100.5% | +55.8% |
| 3Y | +19.7% | -11.7% | +31.4% | +5.9% |
| 5Y | +6.5% | -90.2% | +96.6% | +1.7% |
| All | +26.5% | +3.8% | +22.7% | -11.0% |
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