-49.3%
COMP vs UPST
-83.7%
+34.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.9% | +11.1% |
| 7D | +13.4% | -4.9% | +18.4% | +15.2% |
| 30D | +11.1% | -8.9% | +20.0% | +14.5% |
| 3M | -18.8% | -26.3% | +7.5% | -10.4% |
| 6M | +10.5% | -23.7% | +34.2% | +20.1% |
| YTD | -3.4% | -49.9% | +46.5% | +18.7% |
| 1Y | +19.7% | -42.0% | +61.7% | +39.0% |
| 3Y | +381.6% | -25.3% | +406.9% | +278.4% |
| 5Y | -17.6% | -93.4% | +75.8% | -21.9% |
| All | -49.3% | -83.7% | +34.3% | -57.7% |
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