+12.5%
D vs UPST
+7.9%
+4.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +0.4% | -3.5% | +4.0% | +0.5% |
| 30D | -3.6% | -7.1% | +3.6% | -3.5% |
| 3M | -1.0% | -13.1% | +12.1% | -0.8% |
| 6M | +6.3% | -1.1% | +7.4% | +6.1% |
| YTD | +14.7% | -35.9% | +50.6% | +15.3% |
| 1Y | +16.9% | -57.4% | +74.4% | +18.2% |
| 3Y | +56.8% | -14.9% | +71.7% | +54.3% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling