-12.8%
COMP vs UPST
-92.3%
+79.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.3% | +0.9% | -4.5% |
| 7D | +7.2% | -4.5% | +11.7% | +9.2% |
| 30D | +6.4% | -15.3% | +21.7% | +12.9% |
| 3M | -19.4% | -32.4% | +13.0% | -7.5% |
| 6M | +14.6% | -29.5% | +44.1% | +28.9% |
| YTD | -5.5% | -53.3% | +47.8% | +20.7% |
| 1Y | +13.7% | -47.4% | +61.0% | +38.0% |
| 3Y | +409.7% | -2.2% | +411.9% | +250.0% |
| All | -12.8% | -92.3% | +79.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling