+98.1%
AR vs UPST
-91.6%
+189.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.8% | +11.1% | +4.8% |
| 7D | -5.8% | -4.5% | -1.3% | -5.6% |
| 30D | +4.8% | -15.3% | +20.1% | +5.8% |
| 3M | +1.5% | -32.4% | +34.0% | +4.0% |
| 6M | +4.7% | -29.5% | +34.2% | +6.5% |
| YTD | +9.2% | -53.3% | +62.5% | +13.7% |
| 1Y | +11.2% | -47.4% | +58.5% | +14.4% |
| 3Y | +46.2% | -2.2% | +48.5% | +36.3% |
| 5Y | +98.1% | -92.0% | +190.1% | +115.0% |
| All | +98.1% | -91.6% | +189.6% | +115.0% |
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