+67.7%
ASML vs UPST
-93.2%
+160.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -8.6% |
| 7D | -19.0% | -10.9% | -8.2% | -17.7% |
| 30D | -25.9% | -7.2% | -18.7% | -25.2% |
| 3M | -19.1% | -26.7% | +7.6% | -15.8% |
| 6M | -5.7% | -29.0% | +23.2% | -1.9% |
| YTD | +27.6% | -49.4% | +77.0% | +37.8% |
| 1Y | +30.8% | -47.0% | +77.7% | +39.8% |
| 3Y | +116.2% | -27.0% | +143.2% | +98.0% |
| 5Y | +67.7% | -93.3% | +161.0% | +76.6% |
| All | +67.7% | -93.2% | +160.9% | +76.6% |
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 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