+63.9%
CSCO vs UPST
-56.5%
+120.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | -0.7% | -3.5% | +2.9% | -0.3% |
| 30D | -10.1% | -7.1% | -3.0% | -9.5% |
| 3M | -15.7% | -13.1% | -2.6% | -14.5% |
| 6M | +36.3% | -1.1% | +37.4% | +34.9% |
| YTD | +43.8% | -35.9% | +79.7% | +46.3% |
| 1Y | +63.9% | -57.4% | +121.4% | +64.5% |
| All | +63.9% | -56.5% | +120.5% | +64.5% |
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