+30.5%
ALL vs UPST
-48.7%
+79.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +2.5% |
| 7D | -0.1% | -4.5% | +4.3% | -0.3% |
| 30D | +13.8% | -15.3% | +29.1% | +13.0% |
| 3M | -2.8% | -32.4% | +29.7% | -4.6% |
| 6M | +23.7% | -29.5% | +53.2% | +21.6% |
| YTD | +27.3% | -53.3% | +80.6% | +22.4% |
| 1Y | +30.5% | -47.4% | +77.9% | +24.1% |
| All | +30.5% | -48.7% | +79.2% | +24.1% |
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