+75.9%
D vs UPST
-28.6%
+104.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | 0.0% |
| 7D | +6.9% | -10.9% | +17.8% | +7.2% |
| 30D | +12.3% | -7.2% | +19.5% | +12.4% |
| 3M | +3.0% | -26.7% | +29.7% | +3.6% |
| 6M | +12.8% | -29.0% | +41.8% | +13.4% |
| YTD | +22.6% | -49.4% | +71.9% | +24.0% |
| 1Y | +21.7% | -47.0% | +68.6% | +22.8% |
| All | +75.9% | -28.6% | +104.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling