+84.2%
ASML vs UPST
-92.9%
+177.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.4% | -13.0% | -4.9% |
| 7D | -10.0% | -3.1% | -6.9% | -9.7% |
| 30D | -19.4% | -4.0% | -15.5% | -19.1% |
| 3M | -12.5% | -22.9% | +10.4% | -9.6% |
| 6M | +8.2% | -27.1% | +35.3% | +12.1% |
| YTD | +40.7% | -46.5% | +87.3% | +50.7% |
| 1Y | +46.1% | -49.4% | +95.6% | +57.0% |
| 3Y | +138.5% | -22.9% | +161.4% | +116.6% |
| 5Y | +84.2% | -92.7% | +176.9% | +92.7% |
| All | +84.2% | -92.9% | +177.0% | +92.7% |
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