+138.0%
B vs UPST
-93.6%
+231.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +9.6% | -4.9% | +14.5% | +9.9% |
| 30D | +3.5% | -8.9% | +12.4% | +4.0% |
| 3M | -1.6% | -26.3% | +24.7% | +0.1% |
| 6M | -1.7% | -23.7% | +22.1% | -0.3% |
| YTD | -5.3% | -49.9% | +44.6% | -2.3% |
| 1Y | +27.2% | -42.0% | +69.2% | +30.3% |
| 3Y | +166.1% | -25.3% | +191.4% | +160.1% |
| All | +138.0% | -93.6% | +231.5% | +123.7% |
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