+122.2%
ALL vs UPST
-88.8%
+211.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | 0.0% | -3.5% | +3.6% | +0.1% |
| 30D | -1.5% | -7.1% | +5.6% | -1.3% |
| 3M | +23.6% | -13.1% | +36.7% | +23.9% |
| 6M | +22.3% | -1.1% | +23.4% | +22.0% |
| YTD | +26.5% | -35.9% | +62.4% | +27.5% |
| 1Y | +27.0% | -57.4% | +84.4% | +29.4% |
| 3Y | +149.6% | -14.9% | +164.5% | +140.8% |
| All | +122.2% | -88.8% | +211.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling