+19.7%
COMP vs UPST
-47.3%
+67.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.9% | +11.2% |
| 7D | +13.4% | -4.9% | +18.4% | +15.6% |
| 30D | +11.1% | -8.9% | +20.0% | +15.3% |
| 3M | -18.8% | -26.3% | +7.5% | -8.3% |
| 6M | +10.5% | -23.7% | +34.2% | +23.6% |
| YTD | -3.4% | -49.9% | +46.5% | +20.2% |
| 1Y | +19.7% | -42.0% | +61.7% | +47.0% |
| All | +19.7% | -47.3% | +67.0% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling