+152.4%
CSCO vs UPST
-24.8%
+177.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.3% |
| 7D | +1.9% | -10.6% | +12.6% | +2.4% |
| 30D | -15.8% | -14.0% | -1.9% | -15.3% |
| 3M | -15.4% | -36.8% | +21.5% | -13.8% |
| 6M | -5.4% | -27.5% | +22.1% | -4.3% |
| YTD | +26.5% | -55.3% | +81.7% | +30.0% |
| 1Y | +25.9% | -47.5% | +73.4% | +28.5% |
| 3Y | +97.5% | -10.4% | +108.0% | +93.4% |
| 5Y | +93.0% | -92.6% | +185.6% | +88.5% |
| All | +152.4% | -24.8% | +177.2% | +139.9% |
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