+200.4%
B vs UPST
-13.8%
+214.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | +9.4% | -7.1% | +16.6% | +10.1% |
| 3M | +5.0% | -13.1% | +18.1% | +6.1% |
| 6M | -3.5% | -1.1% | -2.5% | -3.8% |
| YTD | +4.5% | -35.9% | +40.3% | +7.2% |
| 1Y | +67.8% | -57.4% | +125.2% | +76.1% |
| All | +200.4% | -13.8% | +214.2% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling