+29.9%
ALL vs UPST
-51.0%
+80.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +1.4% |
| 7D | 0.0% | -13.5% | +13.5% | -0.7% |
| 30D | +12.8% | -19.6% | +32.5% | +11.7% |
| 3M | +4.7% | -34.2% | +38.9% | +2.6% |
| 6M | +24.9% | -31.2% | +56.2% | +22.6% |
| YTD | +30.0% | -56.2% | +86.2% | +24.5% |
| 1Y | +29.9% | -51.7% | +81.6% | +23.1% |
| All | +29.9% | -51.0% | +80.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling