+115.6%
EBAY vs UPST
-3.5%
+119.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.7% |
| 7D | -0.8% | -12.0% | +11.2% | +0.1% |
| 30D | -0.6% | -16.0% | +15.4% | +0.6% |
| 3M | -1.0% | -17.2% | +16.2% | +0.2% |
| 6M | +16.3% | -10.9% | +27.1% | +16.5% |
| YTD | +21.7% | -42.6% | +64.3% | +25.6% |
| 1Y | +16.5% | -59.8% | +76.3% | +22.9% |
| 3Y | +154.2% | -17.9% | +172.1% | +137.9% |
| 5Y | +58.1% | -90.7% | +148.8% | +48.7% |
| All | +115.6% | -3.5% | +119.1% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling