+159.1%
CSCO vs UPST
-21.5%
+180.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.1% |
| 7D | -4.7% | -4.5% | -0.2% | -4.5% |
| 30D | -17.1% | -15.3% | -1.8% | -16.5% |
| 3M | -19.6% | -32.4% | +12.8% | -18.4% |
| 6M | +2.4% | -29.5% | +31.9% | +3.7% |
| YTD | +29.8% | -53.3% | +83.1% | +33.1% |
| 1Y | +38.7% | -47.4% | +86.0% | +41.5% |
| 3Y | +101.3% | -2.2% | +103.5% | +96.5% |
| 5Y | +94.8% | -92.0% | +186.9% | +89.9% |
| All | +159.1% | -21.5% | +180.6% | +145.8% |
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