-25.8%
DOW vs UPST
+7.9%
-33.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -2.4% | -3.5% | +1.2% | -2.2% |
| 30D | +0.4% | -7.1% | +7.5% | +0.7% |
| 3M | -14.4% | -13.1% | -1.3% | -14.0% |
| 6M | -7.0% | -1.1% | -5.9% | -7.8% |
| YTD | +30.2% | -35.9% | +66.1% | +32.4% |
| 1Y | +29.2% | -57.4% | +86.6% | +34.3% |
| 3Y | -36.7% | -14.9% | -21.8% | -38.8% |
| 5Y | -37.7% | -88.7% | +51.0% | -39.9% |
| All | -25.8% | +7.9% | -33.7% | -36.0% |
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