-55.6%
BABA vs UPST
-15.8%
-39.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +11.6% | -4.9% | +16.5% | +12.0% |
| 30D | +2.3% | -8.9% | +11.2% | +2.9% |
| 3M | -13.7% | -26.3% | +12.6% | -11.7% |
| 6M | -21.9% | -23.7% | +1.8% | -20.7% |
| YTD | -24.6% | -49.9% | +25.3% | -21.2% |
| 1Y | -34.1% | -42.0% | +7.9% | -32.1% |
| 3Y | +36.3% | -25.3% | +61.5% | +27.1% |
| 5Y | -26.7% | -93.4% | +66.7% | -29.4% |
| All | -55.6% | -15.8% | -39.8% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling