+282.3%
ASML vs UPST
+7.9%
+274.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +1.1% | -3.5% | +4.6% | +1.5% |
| 30D | +2.2% | -7.1% | +9.3% | +2.9% |
| 3M | -2.3% | -13.1% | +10.8% | -0.9% |
| 6M | +23.0% | -1.1% | +24.1% | +22.2% |
| YTD | +61.1% | -35.9% | +96.9% | +67.3% |
| 1Y | +129.1% | -57.4% | +186.5% | +147.5% |
| 3Y | +165.4% | -14.9% | +180.2% | +145.2% |
| 5Y | +109.5% | -88.7% | +198.1% | +98.1% |
| All | +282.3% | +7.9% | +274.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling