+12.5%
D vs UPST
+7.9%
+4.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.5% | -3.5% | +5.0% | +1.5% |
| 30D | -2.6% | -7.1% | +4.5% | -2.5% |
| 3M | 0.0% | -13.1% | +13.1% | +0.2% |
| 6M | +7.4% | -1.1% | +8.4% | +7.2% |
| YTD | +15.9% | -35.9% | +51.7% | +16.4% |
| 1Y | +18.1% | -57.4% | +75.5% | +19.4% |
| 3Y | +58.4% | -14.9% | +73.3% | +55.9% |
| 5Y | +5.2% | -88.7% | +93.9% | +1.5% |
| All | +12.5% | +7.9% | +4.6% | +13.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling