+160.4%
CSCO vs UPST
-14.4%
+174.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | -2.9% | +4.4% | -7.3% | -3.1% |
| 30D | -16.7% | -7.7% | -9.0% | -16.4% |
| 3M | -18.4% | -28.4% | +10.0% | -17.4% |
| 6M | +2.9% | -23.2% | +26.1% | +3.9% |
| YTD | +30.4% | -49.1% | +79.6% | +33.3% |
| 1Y | +41.4% | -42.4% | +83.7% | +43.7% |
| 3Y | +104.7% | +5.4% | +99.3% | +99.1% |
| 5Y | +96.9% | -92.9% | +189.9% | +91.4% |
| All | +160.4% | -14.4% | +174.8% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling