+334.9%
COMP vs UPST
-28.6%
+363.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -6.7% |
| 7D | -1.8% | -10.9% | +9.1% | +1.2% |
| 30D | -0.8% | -7.2% | +6.5% | +1.2% |
| 3M | -28.1% | -26.7% | -1.4% | -22.1% |
| 6M | +27.0% | -29.0% | +56.0% | +37.7% |
| YTD | -12.8% | -49.4% | +36.6% | +1.9% |
| 1Y | +4.9% | -47.0% | +51.9% | +20.5% |
| All | +334.9% | -28.6% | +363.5% | +250.1% |
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