-25.6%
COMP vs UPST
-93.2%
+67.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -6.3% |
| 7D | -1.8% | -10.9% | +9.1% | +2.2% |
| 30D | -0.8% | -7.2% | +6.5% | +1.9% |
| 3M | -28.1% | -26.7% | -1.4% | -20.0% |
| 6M | +27.0% | -29.0% | +56.0% | +41.2% |
| YTD | -12.8% | -49.4% | +36.6% | +8.1% |
| 1Y | +4.9% | -47.0% | +51.9% | +26.7% |
| 3Y | +321.0% | -27.0% | +348.0% | +220.8% |
| 5Y | -25.6% | -93.3% | +67.7% | -22.1% |
| All | -25.6% | -93.2% | +67.6% | -22.1% |
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 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