+469.4%
ASX vs UPST
-93.3%
+562.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.4% |
| 7D | -12.3% | +4.4% | -16.7% | -12.7% |
| 30D | -26.0% | -7.7% | -18.3% | -25.3% |
| 3M | -8.1% | -28.4% | +20.3% | -4.6% |
| 6M | +1.4% | -23.2% | +24.6% | +4.4% |
| YTD | +115.6% | -49.1% | +164.7% | +130.1% |
| 1Y | +128.0% | -42.4% | +170.4% | +139.5% |
| 3Y | +371.4% | +5.4% | +366.0% | +329.4% |
| 5Y | +469.4% | -92.9% | +562.3% | +484.7% |
| All | +469.4% | -93.3% | +562.7% | +484.7% |
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