-35.3%
BABA vs UPST
-48.7%
+13.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.3% |
| 7D | +4.3% | -3.1% | +7.4% | +4.4% |
| 30D | -5.0% | -4.0% | -1.0% | -4.9% |
| 3M | -18.4% | -22.9% | +4.5% | -17.5% |
| 6M | -20.3% | -27.1% | +6.9% | -19.2% |
| YTD | -27.5% | -46.5% | +19.0% | -27.0% |
| 1Y | -35.3% | -49.4% | +14.1% | -34.5% |
| All | -35.3% | -48.7% | +13.4% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling