-34.8%
CMCSA vs UPST
+3.8%
-38.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | +3.8% | -13.2% | +17.0% | +4.3% |
| 3M | +12.3% | -13.0% | +25.3% | +12.8% |
| 6M | -15.4% | -2.9% | -12.5% | -15.6% |
| YTD | -2.5% | -38.3% | +35.8% | -1.3% |
| 1Y | -13.4% | -60.5% | +47.1% | -11.1% |
| 3Y | -30.4% | -11.7% | -18.6% | -32.4% |
| 5Y | -45.0% | -90.2% | +45.1% | -48.1% |
| All | -34.8% | +3.8% | -38.6% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling