+91.5%
CSCO vs UPST
-92.5%
+184.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.4% |
| 7D | +1.9% | -10.6% | +12.6% | +2.6% |
| 30D | -15.8% | -14.0% | -1.9% | -15.2% |
| 3M | -15.4% | -36.8% | +21.5% | -13.2% |
| 6M | -5.4% | -27.5% | +22.1% | -3.9% |
| YTD | +26.5% | -55.3% | +81.7% | +31.3% |
| 1Y | +25.9% | -47.5% | +73.4% | +29.5% |
| 3Y | +97.5% | -10.4% | +108.0% | +90.4% |
| All | +91.5% | -92.5% | +184.0% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling