+195.3%
B vs UPST
+2.1%
+193.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +11.3% | +4.4% | +6.9% | +10.9% |
| 30D | +2.9% | -7.7% | +10.6% | +3.6% |
| 3M | -2.9% | -28.4% | +25.6% | -0.2% |
| 6M | -1.2% | -23.2% | +22.0% | +0.8% |
| YTD | -1.3% | -49.1% | +47.8% | +3.1% |
| 1Y | +30.4% | -42.4% | +72.8% | +35.0% |
| 3Y | +195.3% | +5.4% | +189.9% | +187.1% |
| All | +195.3% | +2.1% | +193.2% | +187.1% |
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