+6.1%
B vs UPST
-50.9%
+57.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.7% | -1.6% |
| 7D | -6.2% | -13.5% | +7.3% | -3.2% |
| 30D | -6.6% | -19.6% | +13.0% | -2.5% |
| 3M | -7.9% | -34.2% | +26.3% | -0.3% |
| 6M | -16.8% | -31.2% | +14.4% | -10.5% |
| YTD | -11.7% | -56.2% | +44.5% | +0.5% |
| All | +6.1% | -50.9% | +57.0% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling