+265.0%
C vs UPST
-13.8%
+278.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +3.6% | -3.5% | +7.2% | +4.1% |
| 30D | +0.1% | -7.1% | +7.2% | +1.0% |
| 3M | +2.4% | -13.1% | +15.5% | +4.0% |
| 6M | +24.9% | -1.1% | +26.0% | +23.8% |
| YTD | +19.8% | -35.9% | +55.7% | +25.4% |
| 1Y | +44.9% | -57.4% | +102.3% | +58.2% |
| All | +265.0% | -13.8% | +278.8% | +249.1% |
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