+25.9%
CSCO vs UPST
-49.8%
+75.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.5% |
| 7D | +1.9% | -10.6% | +12.6% | +3.4% |
| 30D | -15.8% | -14.0% | -1.9% | -14.2% |
| 3M | -15.4% | -36.8% | +21.5% | -10.0% |
| 6M | -5.4% | -27.5% | +22.1% | -1.9% |
| YTD | +26.5% | -55.3% | +81.7% | +36.2% |
| 1Y | +25.9% | -47.5% | +73.4% | +32.4% |
| All | +25.9% | -49.8% | +75.7% | +32.4% |
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