+28.8%
DOW vs UPST
-58.1%
+87.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.0% |
| 7D | -2.4% | -3.5% | +1.2% | -2.4% |
| 30D | +0.4% | -7.1% | +7.5% | +0.3% |
| 3M | -14.4% | -13.1% | -1.3% | -14.3% |
| 6M | -7.0% | -1.1% | -5.9% | -8.4% |
| YTD | +30.2% | -35.9% | +66.1% | +39.5% |
| All | +28.8% | -58.1% | +87.0% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling