+216.0%
C vs UPST
-4.9%
+220.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.3% |
| 7D | +4.2% | -10.6% | +14.8% | +5.7% |
| 30D | +2.0% | -14.0% | +16.0% | +3.9% |
| 3M | -10.1% | -36.8% | +26.7% | -4.6% |
| 6M | +1.0% | -27.5% | +28.5% | +4.6% |
| YTD | +8.5% | -55.3% | +63.7% | +18.9% |
| 1Y | +25.7% | -47.5% | +73.3% | +34.9% |
| 3Y | +216.0% | -10.4% | +226.4% | +198.8% |
| All | +216.0% | -4.9% | +220.9% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling