+157.6%
B vs UPST
-88.8%
+246.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +9.4% | -7.1% | +16.6% | +9.9% |
| 3M | +5.0% | -13.1% | +18.1% | +5.7% |
| 6M | -3.5% | -1.1% | -2.5% | -3.7% |
| YTD | +4.5% | -35.9% | +40.3% | +6.3% |
| 1Y | +67.8% | -57.4% | +125.2% | +73.6% |
| 3Y | +196.7% | -14.9% | +211.6% | +187.3% |
| All | +157.6% | -88.8% | +246.4% | +144.0% |
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