-31.3%
BABA vs UPST
-88.8%
+57.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -4.8% | -3.5% | -1.2% | -4.4% |
| 30D | -11.9% | -7.1% | -4.8% | -11.4% |
| 3M | -9.3% | -13.1% | +3.8% | -8.3% |
| 6M | -14.2% | -1.1% | -13.2% | -15.1% |
| YTD | -22.0% | -35.9% | +13.8% | -19.6% |
| 1Y | -12.7% | -57.4% | +44.7% | -6.5% |
| 3Y | +26.7% | -14.9% | +41.5% | +13.0% |
| All | -31.3% | -88.8% | +57.5% | -35.9% |
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