+202.8%
ASML vs UPST
-14.8%
+217.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -8.7% |
| 7D | -19.0% | -10.9% | -8.2% | -18.0% |
| 30D | -25.9% | -7.2% | -18.7% | -25.4% |
| 3M | -19.1% | -26.7% | +7.6% | -16.4% |
| 6M | -5.7% | -29.0% | +23.2% | -2.6% |
| YTD | +27.6% | -49.4% | +77.0% | +35.9% |
| 1Y | +30.8% | -47.0% | +77.7% | +38.2% |
| 3Y | +116.2% | -27.0% | +143.2% | +103.5% |
| 5Y | +67.7% | -93.3% | +161.0% | +64.8% |
| All | +202.8% | -14.8% | +217.7% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling