+45.3%
AR vs UPST
-13.8%
+59.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +2.5% | -3.5% | +6.0% | +2.8% |
| 30D | +14.8% | -7.1% | +21.9% | +15.3% |
| 3M | +6.2% | -13.1% | +19.3% | +7.0% |
| 6M | +4.3% | -1.1% | +5.4% | +3.3% |
| YTD | +14.4% | -35.9% | +50.2% | +17.3% |
| 1Y | +21.3% | -57.4% | +78.8% | +28.8% |
| All | +45.3% | -13.8% | +59.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling