+89.4%
DD vs UPST
-4.9%
+94.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | +5.0% | -10.6% | +15.6% | +6.1% |
| 30D | +19.7% | -14.0% | +33.7% | +21.3% |
| 3M | +7.2% | -36.8% | +44.0% | +12.1% |
| 6M | +1.0% | -27.5% | +28.6% | +3.6% |
| YTD | +29.1% | -55.3% | +84.4% | +38.1% |
| 1Y | +28.5% | -47.5% | +76.0% | +34.8% |
| 3Y | +89.4% | -10.4% | +99.9% | +82.1% |
| All | +89.4% | -4.9% | +94.4% | +82.1% |
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