-27.7%
BABA vs UPST
-93.2%
+65.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +7.9% | +3.2% |
| 7D | +8.6% | -10.9% | +19.4% | +9.8% |
| 30D | -1.1% | -7.2% | +6.1% | -0.5% |
| 3M | -15.9% | -26.7% | +10.8% | -13.5% |
| 6M | -17.5% | -29.0% | +11.4% | -15.4% |
| YTD | -25.6% | -49.4% | +23.8% | -21.4% |
| 1Y | -33.8% | -47.0% | +13.1% | -30.7% |
| 3Y | +34.6% | -27.0% | +61.6% | +21.7% |
| 5Y | -27.7% | -93.3% | +65.7% | -25.6% |
| All | -27.7% | -93.2% | +65.5% | -25.6% |
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