+31.2%
ALL vs UPST
-47.3%
+78.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.5% |
| 7D | -1.9% | -4.9% | +3.0% | -2.2% |
| 30D | +13.8% | -8.9% | +22.6% | +13.3% |
| 3M | -7.0% | -26.3% | +19.3% | -8.3% |
| 6M | +18.0% | -23.7% | +41.8% | +16.5% |
| YTD | +24.2% | -49.9% | +74.1% | +20.1% |
| 1Y | +31.2% | -42.0% | +73.1% | +25.1% |
| All | +31.2% | -47.3% | +78.5% | +25.1% |
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