+61.7%
DD vs UPST
-88.8%
+150.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -3.5% | -3.5% | 0.0% | -3.2% |
| 30D | -10.3% | -7.1% | -3.2% | -9.8% |
| 3M | -7.5% | -13.1% | +5.5% | -6.6% |
| 6M | -8.0% | -1.1% | -6.9% | -8.7% |
| YTD | +10.5% | -35.9% | +46.3% | +13.7% |
| 1Y | +38.3% | -57.4% | +95.7% | +46.9% |
| 3Y | +42.5% | -14.9% | +57.4% | +33.9% |
| All | +61.7% | -88.8% | +150.4% | +58.1% |
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 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