+121.7%
B vs UPST
-91.6%
+213.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.3% | +2.2% | -5.6% |
| 7D | +7.1% | -4.5% | +11.6% | +7.5% |
| 30D | -3.3% | -15.3% | +12.0% | -2.4% |
| 3M | -2.5% | -32.4% | +29.9% | -0.3% |
| 6M | -7.2% | -29.5% | +22.3% | -5.4% |
| YTD | -7.4% | -53.3% | +46.0% | -3.8% |
| 1Y | +16.4% | -47.4% | +63.8% | +20.0% |
| 3Y | +178.7% | -2.2% | +180.9% | +169.7% |
| 5Y | +121.7% | -92.0% | +213.7% | +127.1% |
| All | +121.7% | -91.6% | +213.3% | +127.1% |
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 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