+153.5%
EBAY vs UPST
-21.5%
+175.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.3% | +10.4% | +2.7% |
| 7D | +4.1% | -4.5% | +8.6% | +4.4% |
| 30D | +10.1% | -15.3% | +25.4% | +11.4% |
| 3M | +15.0% | -32.4% | +47.5% | +18.1% |
| 6M | +15.4% | -29.5% | +44.9% | +17.7% |
| YTD | +43.1% | -53.3% | +96.4% | +49.7% |
| 1Y | +46.9% | -47.4% | +94.2% | +52.1% |
| 3Y | +225.8% | -2.2% | +228.0% | +201.2% |
| 5Y | +84.2% | -92.0% | +176.2% | +75.8% |
| All | +153.5% | -21.5% | +175.0% | +118.7% |
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