+179.7%
C vs UPST
+7.9%
+171.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.6% | -3.5% | +7.2% | +3.9% |
| 30D | +0.1% | -7.1% | +7.2% | +0.6% |
| 3M | +2.4% | -13.1% | +15.5% | +3.4% |
| 6M | +24.9% | -1.1% | +26.0% | +24.3% |
| YTD | +19.8% | -35.9% | +55.7% | +23.2% |
| 1Y | +44.9% | -57.4% | +102.3% | +52.9% |
| 3Y | +263.0% | -14.9% | +277.8% | +249.8% |
| 5Y | +129.5% | -88.7% | +218.2% | +119.3% |
| All | +179.7% | +7.9% | +171.8% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling