-57.2%
BABA vs UPST
-14.4%
-42.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -3.9% |
| 7D | +3.8% | +4.4% | -0.6% | +3.4% |
| 30D | -5.4% | -7.7% | +2.3% | -4.9% |
| 3M | -17.9% | -28.4% | +10.5% | -15.9% |
| 6M | -24.1% | -23.2% | -0.9% | -22.9% |
| YTD | -27.4% | -49.1% | +21.7% | -24.3% |
| 1Y | -36.1% | -42.4% | +6.3% | -34.1% |
| 3Y | +35.4% | +5.4% | +30.0% | +22.8% |
| 5Y | -30.1% | -92.9% | +62.8% | -32.9% |
| All | -57.2% | -14.4% | -42.8% | -59.7% |
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 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