+105.5%
B vs UPST
-92.5%
+198.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -7.3% | -10.6% | +3.3% | -6.6% |
| 30D | -3.3% | -14.0% | +10.6% | -2.5% |
| 3M | -7.8% | -36.8% | +29.1% | -5.2% |
| 6M | -15.5% | -27.5% | +12.0% | -14.0% |
| YTD | -12.3% | -55.3% | +43.0% | -8.6% |
| 1Y | +5.4% | -47.5% | +52.9% | +8.7% |
| 3Y | +165.5% | -10.4% | +176.0% | +158.0% |
| All | +105.5% | -92.5% | +198.0% | +112.7% |
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