+146.8%
CSCO vs UPST
-15.8%
+162.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -10.2% | -4.9% | -5.3% | -10.0% |
| 30D | -20.1% | -8.9% | -11.2% | -19.8% |
| 3M | -22.4% | -26.3% | +4.0% | -21.5% |
| 6M | +2.8% | -23.7% | +26.5% | +3.7% |
| YTD | +23.6% | -49.9% | +73.6% | +26.5% |
| 1Y | +34.0% | -42.0% | +76.0% | +36.2% |
| 3Y | +89.3% | -25.3% | +114.5% | +85.8% |
| 5Y | +87.9% | -93.4% | +181.3% | +82.7% |
| All | +146.8% | -15.8% | +162.6% | +133.5% |
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 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